+169.4%
XLV vs STZ
-11.3%
+180.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.4% |
| 30D | -1.8% | -8.6% | +6.8% | +0.4% |
| 3M | +7.8% | -13.8% | +21.6% | +11.8% |
| 6M | +9.1% | -17.2% | +26.3% | +13.9% |
| YTD | +7.7% | -9.4% | +17.1% | +9.2% |
| 1Y | +20.4% | -11.9% | +32.3% | +22.7% |
| 3Y | +30.8% | -49.6% | +80.4% | +54.0% |
| 5Y | +34.6% | -37.2% | +71.8% | +47.0% |
| All | +169.4% | -11.3% | +180.7% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling