+1,117.4%
XLI vs STZ
+2,448.4%
-1,331.0%
-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 | -1.1% | -1.9% | +0.9% | -0.5% |
| 30D | -5.9% | -1.9% | -4.1% | -5.6% |
| 3M | -0.3% | -6.2% | +6.0% | +1.1% |
| 6M | +0.1% | -14.0% | +14.1% | +3.8% |
| YTD | +13.6% | -5.1% | +18.7% | +13.9% |
| 1Y | +17.2% | -9.6% | +26.8% | +18.8% |
| 3Y | +68.2% | -47.2% | +115.4% | +96.3% |
| 5Y | +80.7% | -33.6% | +114.3% | +95.8% |
| 10Y | +253.3% | -9.8% | +263.0% | +241.1% |
| All | +1,117.4% | +2,448.4% | -1,331.0% | +380.3% |
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