+896.5%
XLV vs STZ
+2,316.6%
-1,420.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -3.7% | -6.0% | +2.3% | -2.4% |
| 30D | -1.1% | -8.9% | +7.8% | +0.8% |
| 3M | +8.2% | -12.6% | +20.8% | +11.1% |
| 6M | +8.9% | -17.2% | +26.1% | +12.8% |
| YTD | +8.5% | -10.0% | +18.6% | +10.1% |
| 1Y | +22.3% | -14.3% | +36.6% | +25.1% |
| 3Y | +32.6% | -49.9% | +82.6% | +50.2% |
| 5Y | +34.4% | -38.2% | +72.6% | +44.9% |
| 10Y | +175.4% | -12.0% | +187.4% | +168.9% |
| All | +896.5% | +2,316.6% | -1,420.1% | +433.1% |
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