+133.1%
XLC vs STZ
-27.2%
+160.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.7% |
| 7D | +7.1% | +3.4% | +3.6% | +6.0% |
| 30D | -2.7% | +19.6% | -22.3% | -7.8% |
| 3M | -3.2% | +8.0% | -11.2% | -5.6% |
| 6M | -7.7% | -0.3% | -7.4% | -8.2% |
| YTD | -8.0% | +8.6% | -16.5% | -11.7% |
| 1Y | -3.1% | +17.3% | -20.4% | -9.4% |
| 3Y | +64.9% | -34.7% | +99.6% | +82.5% |
| 5Y | +39.5% | -27.6% | +67.1% | +47.6% |
| All | +133.1% | -27.2% | +160.3% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling