+36.5%
XLB vs STZ
-33.3%
+69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.4% | -1.9% | +0.5% | -0.8% |
| 30D | -0.4% | -1.9% | +1.5% | 0.0% |
| 3M | +2.0% | -6.2% | +8.2% | +3.5% |
| 6M | +1.8% | -14.0% | +15.8% | +5.7% |
| YTD | +16.6% | -5.1% | +21.7% | +16.4% |
| 1Y | +16.9% | -9.6% | +26.5% | +18.4% |
| 3Y | +32.6% | -47.2% | +79.8% | +59.9% |
| All | +36.5% | -33.3% | +69.8% | +47.0% |
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