-1.2%
XRT vs STZ
-16.0%
+14.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.5% | -1.0% |
| 7D | -0.3% | -7.4% | +7.1% | +1.3% |
| 30D | -5.6% | -10.9% | +5.2% | -3.4% |
| 3M | +2.5% | -13.4% | +16.0% | +5.4% |
| 6M | +3.7% | -16.2% | +19.9% | +6.9% |
| YTD | +1.0% | -10.4% | +11.4% | +0.6% |
| 1Y | -1.2% | -14.8% | +13.6% | -1.5% |
| All | -1.2% | -16.0% | +14.8% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling