+374.0%
XYL vs STZ
+762.9%
-388.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -6.0% | 0.0% | -6.0% | -6.0% |
| 30D | -8.3% | +14.7% | -23.0% | -11.6% |
| 3M | -22.6% | +8.8% | -31.4% | -24.5% |
| 6M | -15.0% | +3.1% | -18.1% | -16.1% |
| YTD | -30.2% | +7.9% | -38.1% | -32.4% |
| 1Y | -36.4% | +14.2% | -50.5% | -39.5% |
| 3Y | -0.9% | -35.2% | +34.3% | +9.5% |
| 5Y | -23.4% | -29.6% | +6.2% | -17.5% |
| 10Y | +100.9% | +12.2% | +88.8% | +89.7% |
| All | +374.0% | +762.9% | -388.9% | +235.0% |
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