+142.5%
XLC vs STZ
-36.4%
+178.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.3% |
| 30D | +1.0% | -1.9% | +2.9% | +1.5% |
| 3M | -0.7% | -6.2% | +5.5% | +0.8% |
| 6M | -5.1% | -14.0% | +8.9% | -1.6% |
| YTD | -4.3% | -5.1% | +0.8% | -4.3% |
| 1Y | -0.6% | -9.6% | +9.0% | +0.7% |
| 3Y | +72.7% | -47.2% | +119.9% | +105.1% |
| 5Y | +38.0% | -33.6% | +71.6% | +49.4% |
| All | +142.5% | -36.4% | +178.8% | +147.9% |
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 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