+139.9%
XLC vs STZ
-39.6%
+179.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.4% | -6.0% | +4.6% | +0.3% |
| 30D | -0.9% | -8.9% | +8.0% | +1.7% |
| 3M | -0.3% | -12.6% | +12.2% | +3.3% |
| 6M | -5.2% | -17.2% | +12.0% | -0.6% |
| YTD | -5.3% | -10.0% | +4.7% | -3.9% |
| 1Y | -2.8% | -14.3% | +11.5% | -0.1% |
| 3Y | +71.2% | -49.9% | +121.1% | +106.3% |
| 5Y | +37.6% | -38.2% | +75.8% | +52.3% |
| All | +139.9% | -39.6% | +179.5% | +148.9% |
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 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