+432.8%
XYL vs STZ
+658.8%
-226.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -5.0% | -1.9% | -3.1% | -4.5% |
| 30D | -13.2% | -1.9% | -11.3% | -12.8% |
| 3M | -3.7% | -6.2% | +2.5% | -2.2% |
| 6M | -17.7% | -14.0% | -3.7% | -14.5% |
| YTD | -21.5% | -5.1% | -16.4% | -21.2% |
| 1Y | -24.5% | -9.6% | -14.9% | -23.4% |
| 3Y | +6.9% | -47.2% | +54.2% | +25.4% |
| 5Y | -18.1% | -33.6% | +15.5% | -10.4% |
| 10Y | +134.7% | -9.8% | +144.5% | +132.7% |
| All | +432.8% | +658.8% | -226.1% | +290.5% |
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