+561.3%
XLP vs STZ
+2,797.0%
-2,235.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +3.5% | +11.8% | -8.3% | +1.1% |
| 30D | +11.6% | +26.0% | -14.4% | +6.3% |
| 3M | +7.6% | +11.5% | -3.9% | +5.1% |
| 6M | +10.0% | -2.0% | +12.0% | +10.1% |
| YTD | +19.7% | +7.9% | +11.9% | +17.1% |
| 1Y | +23.5% | +13.9% | +9.5% | +19.2% |
| 3Y | +44.0% | -35.8% | +79.8% | +54.9% |
| 5Y | +42.7% | -28.4% | +71.1% | +49.7% |
| 10Y | +131.3% | +7.1% | +124.3% | +118.9% |
| All | +561.3% | +2,797.0% | -2,235.7% | +235.2% |
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