-4.7%
XRT vs STZ
-29.7%
+25.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +0.9% | +4.9% | -4.0% | -0.7% |
| 30D | +7.9% | +20.9% | -12.9% | +1.1% |
| 3M | -0.2% | +8.0% | -8.2% | -3.0% |
| 6M | +5.6% | -5.3% | +10.9% | +7.0% |
| YTD | +5.7% | +5.9% | -0.3% | +1.6% |
| 1Y | +14.6% | +14.2% | +0.4% | +6.8% |
| 3Y | +50.7% | -37.0% | +87.6% | +74.4% |
| All | -4.7% | -29.7% | +25.0% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling