+22.7%
XLP vs STZ
+15.6%
+7.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.5% | +2.6% | 0.0% | +1.9% |
| 30D | +7.3% | +15.2% | -7.9% | +3.9% |
| 3M | +8.1% | +7.6% | +0.4% | +5.9% |
| 6M | +10.5% | +5.3% | +5.2% | +8.4% |
| YTD | +21.2% | +8.6% | +12.5% | +17.5% |
| 1Y | +22.7% | +15.6% | +7.1% | +17.4% |
| All | +22.7% | +15.6% | +7.2% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling