+1,477.5%
XLK vs STZ
+2,305.3%
-827.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +1.8% |
| 7D | +2.3% | -7.4% | +9.7% | +4.3% |
| 30D | -0.1% | -10.9% | +10.8% | +2.8% |
| 3M | +2.1% | -13.4% | +15.6% | +5.5% |
| 6M | +37.2% | -16.2% | +53.4% | +42.2% |
| YTD | +30.8% | -10.4% | +41.3% | +32.4% |
| 1Y | +42.6% | -14.8% | +57.4% | +45.9% |
| 3Y | +121.8% | -50.1% | +172.0% | +158.5% |
| 5Y | +145.7% | -38.8% | +184.5% | +170.0% |
| 10Y | +782.1% | -14.1% | +796.2% | +760.7% |
| All | +1,477.5% | +2,305.3% | -827.7% | +597.2% |
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