+246.5%
XLF vs STZ
-10.3%
+256.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -2.9% | -4.1% | +1.2% | -1.5% |
| 30D | -1.6% | -7.6% | +6.0% | +1.0% |
| 3M | +9.3% | -12.3% | +21.6% | +13.9% |
| 6M | +14.6% | -16.3% | +30.9% | +20.9% |
| YTD | +4.7% | -8.4% | +13.1% | +5.8% |
| 1Y | +8.6% | -10.8% | +19.5% | +10.5% |
| 3Y | +73.9% | -49.0% | +122.8% | +116.6% |
| 5Y | +65.0% | -36.5% | +101.5% | +84.0% |
| All | +246.5% | -10.3% | +256.9% | +241.1% |
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