+833.6%
XLB vs STZ
+2,816.0%
-1,982.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.2% |
| 7D | -1.4% | +3.4% | -4.8% | -2.4% |
| 30D | +7.1% | +19.6% | -12.5% | +1.3% |
| 3M | +0.6% | +8.0% | -7.4% | -2.1% |
| 6M | +3.5% | -0.3% | +3.7% | +2.8% |
| YTD | +18.2% | +8.6% | +9.7% | +13.7% |
| 1Y | +25.6% | +17.3% | +8.3% | +17.7% |
| 3Y | +46.7% | -34.7% | +81.4% | +61.7% |
| 5Y | +30.9% | -27.6% | +58.5% | +39.1% |
| 10Y | +167.7% | +11.8% | +156.0% | +143.5% |
| All | +833.6% | +2,816.0% | -1,982.4% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling