+36.0%
XLB vs STZ
-47.2%
+83.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -0.4% | -1.9% | +1.5% | -0.1% |
| 3M | +2.0% | -6.2% | +8.2% | +3.2% |
| 6M | +1.8% | -14.0% | +15.8% | +4.7% |
| YTD | +16.6% | -5.1% | +21.7% | +16.3% |
| 1Y | +16.9% | -9.6% | +26.5% | +18.0% |
| All | +36.0% | -47.2% | +83.2% | +57.7% |
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 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