+12.5%
XRT vs STZ
+14.2%
-1.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +0.9% | +4.9% | -4.0% | -0.1% |
| 30D | +7.9% | +20.9% | -12.9% | +3.8% |
| 3M | -0.2% | +8.0% | -8.2% | -1.9% |
| 6M | +5.6% | -5.3% | +10.9% | +5.7% |
| YTD | +5.7% | +5.9% | -0.3% | +1.7% |
| All | +12.5% | +14.2% | -1.7% | +5.1% |
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 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