+58.8%
XRT vs STZ
-34.9%
+93.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.7% | +2.6% | -0.8% | +1.1% |
| 30D | +7.5% | +15.2% | -7.7% | +3.8% |
| 3M | +2.2% | +7.6% | -5.5% | +0.2% |
| 6M | +14.7% | +5.3% | +9.4% | +12.7% |
| YTD | +7.5% | +8.6% | -1.1% | +3.8% |
| 1Y | +14.1% | +15.6% | -1.4% | +8.2% |
| 3Y | +58.8% | -35.2% | +93.9% | +69.5% |
| All | +58.8% | -34.9% | +93.7% | +69.5% |
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 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