+1,075.5%
XLI vs STZ
+2,818.0%
-1,742.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +3.8% | +2.6% | +1.2% | +3.0% |
| 30D | +1.0% | +15.2% | -14.2% | -3.2% |
| 3M | -8.9% | +7.6% | -16.6% | -11.3% |
| 6M | -2.3% | +5.3% | -7.6% | -4.6% |
| YTD | +9.7% | +8.6% | +1.0% | +5.3% |
| 1Y | +12.3% | +15.6% | -3.3% | +5.8% |
| 3Y | +71.5% | -35.2% | +106.6% | +87.8% |
| 5Y | +70.2% | -29.1% | +99.3% | +80.4% |
| 10Y | +227.5% | +12.9% | +214.5% | +196.5% |
| All | +1,075.5% | +2,818.0% | -1,742.5% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling