+145.6%
XLK vs STZ
-37.5%
+183.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -0.4% | -4.1% | +3.7% | +0.4% |
| 30D | -0.5% | -7.6% | +7.1% | +0.9% |
| 3M | +5.0% | -12.3% | +17.3% | +7.4% |
| 6M | +32.9% | -16.3% | +49.2% | +36.8% |
| YTD | +29.0% | -8.4% | +37.3% | +28.1% |
| 1Y | +37.8% | -10.8% | +48.7% | +37.8% |
| 3Y | +118.7% | -49.0% | +167.7% | +160.9% |
| 5Y | +145.6% | -36.5% | +182.0% | +159.5% |
| All | +145.6% | -37.5% | +183.1% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling