-5.8%
XLC vs STZ
+14.7%
-20.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.3% | -1.9% | +3.0% |
| 7D | +1.8% | +13.0% | -11.2% | +0.8% |
| 30D | -6.0% | +29.4% | -35.4% | -7.9% |
| 3M | -6.0% | +11.6% | -17.6% | -6.9% |
| 6M | -9.1% | -0.2% | -8.8% | -9.6% |
| YTD | -10.0% | +8.6% | -18.6% | -12.0% |
| 1Y | -5.8% | +15.9% | -21.7% | -10.2% |
| All | -5.8% | +14.7% | -20.5% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling