+379.4%
XYL vs STZ
+760.0%
-380.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.9% | -0.9% | -4.9% | -5.6% |
| 30D | -7.3% | +14.9% | -22.2% | -10.7% |
| 3M | -22.5% | +8.4% | -30.9% | -24.3% |
| 6M | -14.4% | +2.8% | -17.2% | -15.4% |
| YTD | -29.4% | +7.5% | -36.9% | -31.6% |
| 1Y | -35.6% | +12.5% | -48.2% | -38.6% |
| 3Y | +0.3% | -35.4% | +35.7% | +10.9% |
| 5Y | -22.3% | -29.3% | +6.9% | -16.5% |
| 10Y | +103.2% | +11.8% | +91.4% | +92.1% |
| All | +379.4% | +760.0% | -380.6% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling