+46.7%
XLU vs STZ
-49.0%
+95.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.3% |
| 7D | -1.2% | -4.1% | +2.9% | -0.6% |
| 30D | -2.5% | -7.6% | +5.0% | -1.4% |
| 3M | -2.7% | -12.3% | +9.5% | -0.8% |
| 6M | -7.5% | -16.3% | +8.9% | -5.0% |
| YTD | +0.9% | -8.4% | +9.3% | +1.4% |
| 1Y | +3.3% | -10.8% | +14.1% | +4.1% |
| All | +46.7% | -49.0% | +95.7% | +64.4% |
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 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