+640.9%
XLU vs STZ
+2,316.6%
-1,675.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +0.6% | -6.0% | +6.7% | +1.9% |
| 30D | -0.4% | -8.9% | +8.4% | +1.4% |
| 3M | -1.7% | -12.6% | +10.8% | +0.8% |
| 6M | -7.1% | -17.2% | +10.1% | -3.8% |
| YTD | +1.9% | -10.0% | +12.0% | +3.4% |
| 1Y | +6.1% | -14.3% | +20.4% | +8.5% |
| 3Y | +48.8% | -49.9% | +98.7% | +68.8% |
| 5Y | +43.8% | -38.2% | +82.0% | +55.4% |
| 10Y | +143.2% | -12.0% | +155.2% | +138.6% |
| All | +640.9% | +2,316.6% | -1,675.7% | +306.3% |
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