+33.6%
XLY vs STZ
-49.6%
+83.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -1.7% | -4.5% | +2.8% | -0.9% |
| 30D | -4.2% | -8.6% | +4.4% | -2.7% |
| 3M | -2.7% | -13.8% | +11.1% | -0.4% |
| 6M | -0.6% | -17.2% | +16.5% | +2.2% |
| YTD | -5.0% | -9.4% | +4.3% | -4.7% |
| 1Y | -4.1% | -11.9% | +7.8% | -3.4% |
| 3Y | +33.6% | -49.6% | +83.2% | +49.4% |
| All | +33.6% | -49.6% | +83.2% | +49.4% |
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