+788.5%
XLK vs STZ
-11.3%
+799.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +0.2% | -4.5% | +4.7% | +1.5% |
| 30D | -0.6% | -8.6% | +8.0% | +1.9% |
| 3M | +2.6% | -13.8% | +16.3% | +6.7% |
| 6M | +34.0% | -17.2% | +51.1% | +40.3% |
| YTD | +30.7% | -9.4% | +40.0% | +31.4% |
| 1Y | +39.2% | -11.9% | +51.1% | +40.8% |
| 3Y | +120.4% | -49.6% | +170.0% | +168.1% |
| 5Y | +148.8% | -37.2% | +186.0% | +175.5% |
| All | +788.5% | -11.3% | +799.8% | +747.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling