+1,090.8%
XLI vs STZ
+2,788.1%
-1,697.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | +1.1% | +14.9% | -13.9% | -3.1% |
| 3M | -7.7% | +8.4% | -16.1% | -10.3% |
| 6M | -1.8% | +2.8% | -4.6% | -3.5% |
| YTD | +11.1% | +7.5% | +3.6% | +7.0% |
| 1Y | +12.1% | +12.5% | -0.4% | +6.4% |
| 3Y | +73.8% | -35.4% | +109.3% | +90.6% |
| 5Y | +73.8% | -29.3% | +103.0% | +84.3% |
| 10Y | +231.7% | +11.8% | +219.9% | +201.2% |
| All | +1,090.8% | +2,788.1% | -1,697.4% | +351.4% |
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 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