+72.4%
XLI vs STZ
-50.3%
+122.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.3% |
| 7D | +1.0% | -7.4% | +8.4% | +2.1% |
| 30D | -5.8% | -10.9% | +5.1% | -4.3% |
| 3M | +0.7% | -13.4% | +14.1% | +2.7% |
| 6M | +3.2% | -16.2% | +19.4% | +5.6% |
| YTD | +13.0% | -10.4% | +23.5% | +13.7% |
| 1Y | +16.8% | -14.8% | +31.6% | +18.5% |
| 3Y | +72.4% | -50.1% | +122.6% | +89.1% |
| All | +72.4% | -50.3% | +122.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling