+120.7%
XLK vs STZ
-49.9%
+170.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +2.3% | -6.0% | +8.4% | +2.6% |
| 30D | +0.8% | -8.9% | +9.7% | +1.2% |
| 3M | +4.1% | -12.6% | +16.6% | +4.7% |
| 6M | +34.8% | -17.2% | +52.0% | +35.9% |
| YTD | +30.8% | -10.0% | +40.8% | +29.6% |
| 1Y | +42.4% | -14.3% | +56.7% | +42.1% |
| All | +120.7% | -49.9% | +170.6% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling