+1,106.7%
XLY vs STZ
+2,334.5%
-1,227.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -1.7% | -4.5% | +2.8% | -0.5% |
| 30D | -4.2% | -8.6% | +4.4% | -1.8% |
| 3M | -2.7% | -13.8% | +11.1% | +1.2% |
| 6M | -0.6% | -17.2% | +16.5% | +4.1% |
| YTD | -5.0% | -9.4% | +4.3% | -3.6% |
| 1Y | -4.1% | -11.9% | +7.8% | -2.1% |
| 3Y | +33.6% | -49.6% | +83.2% | +57.9% |
| 5Y | +28.7% | -37.2% | +65.9% | +42.3% |
| 10Y | +219.6% | -11.3% | +230.9% | +210.7% |
| All | +1,106.7% | +2,334.5% | -1,227.8% | +395.5% |
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