+43.2%
XLB vs STZ
-34.9%
+78.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.5% | +2.6% | -2.0% | 0.0% |
| 30D | +5.2% | +15.2% | -10.0% | +2.1% |
| 3M | +0.3% | +7.6% | -7.3% | -1.3% |
| 6M | +1.2% | +5.3% | -4.1% | -0.2% |
| YTD | +16.6% | +8.6% | +8.0% | +13.1% |
| 1Y | +21.4% | +15.6% | +5.9% | +15.8% |
| 3Y | +43.2% | -35.2% | +78.4% | +53.5% |
| All | +43.2% | -34.9% | +78.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling