+80.9%
XLI vs STZ
-38.0%
+118.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -0.6% | -6.0% | +5.5% | +0.8% |
| 30D | -6.9% | -8.9% | +1.9% | -5.0% |
| 3M | -1.9% | -12.6% | +10.6% | +0.8% |
| 6M | +1.0% | -17.2% | +18.2% | +5.0% |
| YTD | +11.3% | -10.0% | +21.4% | +12.4% |
| 1Y | +15.8% | -14.3% | +30.1% | +18.3% |
| 3Y | +69.8% | -49.9% | +119.7% | +102.0% |
| 5Y | +80.9% | -38.2% | +119.1% | +90.5% |
| All | +80.9% | -38.0% | +118.8% | +90.5% |
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