+44.2%
XLU vs STZ
-37.6%
+81.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -1.6% | -4.5% | +2.9% | -0.6% |
| 30D | -3.3% | -8.6% | +5.3% | -1.4% |
| 3M | -3.2% | -13.8% | +10.6% | 0.0% |
| 6M | -7.0% | -17.2% | +10.2% | -3.3% |
| YTD | +0.6% | -9.4% | +10.0% | +1.6% |
| 1Y | +2.4% | -11.9% | +14.3% | +3.9% |
| 3Y | +46.3% | -49.6% | +95.9% | +73.8% |
| All | +44.2% | -37.6% | +81.8% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling