+59.1%
XLF vs STZ
-29.4%
+88.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | -1.0% | -0.9% | 0.0% | -0.7% |
| 30D | +6.5% | +14.9% | -8.4% | +3.1% |
| 3M | +1.8% | +8.4% | -6.6% | -0.3% |
| 6M | +15.4% | +2.8% | +12.6% | +14.1% |
| YTD | +8.4% | +7.5% | +0.8% | +4.6% |
| 1Y | +11.9% | +12.5% | -0.6% | +6.5% |
| 3Y | +81.1% | -35.4% | +116.5% | +100.0% |
| All | +59.1% | -29.4% | +88.5% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling