+164.2%
XLB vs STZ
+11.6%
+152.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +5.3% | -4.8% | -1.4% |
| 30D | +6.9% | +19.6% | -12.7% | 0.0% |
| 3M | -0.2% | +10.0% | -10.1% | -4.0% |
| 6M | +3.3% | -0.3% | +3.6% | +2.5% |
| YTD | +18.0% | +8.6% | +9.5% | +12.1% |
| 1Y | +24.2% | +16.6% | +7.6% | +14.4% |
| 3Y | +44.7% | -34.8% | +79.5% | +64.5% |
| 5Y | +31.6% | -27.8% | +59.4% | +41.6% |
| 10Y | +164.2% | +12.5% | +151.7% | +142.5% |
| All | +164.2% | +11.6% | +152.7% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling