+124.6%
XLP vs STZ
+3.4%
+121.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +0.7% | +4.9% | -4.2% | -0.6% |
| 30D | +10.3% | +20.9% | -10.6% | +4.4% |
| 3M | +6.5% | +8.0% | -1.4% | +4.0% |
| 6M | +8.4% | -5.3% | +13.7% | +9.5% |
| YTD | +18.2% | +5.9% | +12.3% | +15.0% |
| 1Y | +22.4% | +14.2% | +8.2% | +16.3% |
| 3Y | +41.9% | -37.0% | +78.9% | +58.1% |
| 5Y | +40.9% | -29.7% | +70.6% | +51.0% |
| All | +124.6% | +3.4% | +121.2% | +112.6% |
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