+73.8%
XLI vs STZ
-28.3%
+102.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.1% |
| 30D | +1.1% | +14.9% | -13.9% | -2.1% |
| 3M | -7.7% | +8.4% | -16.1% | -9.6% |
| 6M | -1.8% | +2.8% | -4.6% | -2.9% |
| YTD | +11.1% | +7.5% | +3.6% | +7.6% |
| 1Y | +12.1% | +12.5% | -0.4% | +7.0% |
| 3Y | +73.8% | -35.4% | +109.3% | +91.7% |
| 5Y | +73.8% | -29.3% | +103.0% | +76.4% |
| All | +73.8% | -28.3% | +102.0% | +76.4% |
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