+136.8%
XLP vs STZ
+12.8%
+123.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.4% | +0.7% |
| 7D | -0.5% | -0.9% | +0.4% | -0.3% |
| 30D | +8.3% | +14.9% | -6.6% | +4.1% |
| 3M | +8.7% | +8.4% | +0.3% | +6.0% |
| 6M | +11.2% | +2.8% | +8.4% | +9.8% |
| YTD | +20.0% | +7.5% | +12.5% | +16.2% |
| 1Y | +21.3% | +12.5% | +8.8% | +15.7% |
| 3Y | +43.8% | -35.4% | +79.3% | +59.2% |
| 5Y | +43.3% | -29.3% | +72.6% | +53.4% |
| 10Y | +136.8% | +11.8% | +125.0% | +120.4% |
| All | +136.8% | +12.8% | +123.9% | +120.4% |
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 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