+159.6%
XLB vs STZ
-14.3%
+173.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.7% | +1.1% |
| 7D | -0.2% | -7.4% | +7.1% | +2.5% |
| 30D | -1.7% | -10.9% | +9.1% | +2.3% |
| 3M | +4.4% | -13.4% | +17.8% | +9.5% |
| 6M | +5.0% | -16.2% | +21.2% | +10.9% |
| YTD | +15.5% | -10.4% | +25.9% | +18.1% |
| 1Y | +14.9% | -14.8% | +29.7% | +19.4% |
| 3Y | +34.5% | -50.1% | +84.7% | +69.5% |
| 5Y | +36.5% | -38.8% | +75.3% | +56.0% |
| 10Y | +159.6% | -14.1% | +173.7% | +155.7% |
| All | +159.6% | -14.3% | +173.9% | +155.7% |
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