+508.9%
XLP vs STZ
+2,448.4%
-1,939.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 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% | +5.1% |
| 6M | -1.7% | -14.0% | +12.3% | +1.0% |
| YTD | +10.3% | -5.1% | +15.4% | +10.8% |
| 1Y | +7.8% | -9.6% | +17.4% | +9.2% |
| 3Y | +27.2% | -47.2% | +74.4% | +42.6% |
| 5Y | +32.5% | -33.6% | +66.1% | +41.3% |
| 10Y | +101.8% | -9.8% | +111.6% | +97.8% |
| All | +508.9% | +2,448.4% | -1,939.5% | +217.3% |
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