+30.9%
XLB vs STZ
-27.6%
+58.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | -1.4% | +3.4% | -4.8% | -2.3% |
| 30D | +7.1% | +19.6% | -12.5% | +1.7% |
| 3M | +0.6% | +8.0% | -7.4% | -1.8% |
| 6M | +3.5% | -0.3% | +3.7% | +3.0% |
| YTD | +18.2% | +8.6% | +9.7% | +13.4% |
| 1Y | +25.6% | +17.3% | +8.3% | +17.1% |
| 3Y | +46.7% | -34.7% | +81.4% | +64.0% |
| 5Y | +30.9% | -27.6% | +58.5% | +35.9% |
| All | +30.9% | -27.6% | +58.5% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling