+28.3%
XLP vs STZ
-47.3%
+75.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -0.9% | -1.9% | +1.0% | -0.5% |
| 3M | +3.8% | -6.2% | +10.0% | +5.2% |
| 6M | -1.7% | -14.0% | +12.3% | +1.3% |
| YTD | +10.3% | -5.1% | +15.4% | +10.6% |
| 1Y | +7.8% | -9.6% | +17.4% | +9.2% |
| All | +28.3% | -47.3% | +75.6% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling