+528.0%
XRT vs STZ
+561.9%
-33.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +0.9% | +4.9% | -4.0% | -0.9% |
| 30D | +7.9% | +20.9% | -12.9% | +0.5% |
| 3M | -0.2% | +8.0% | -8.2% | -3.3% |
| 6M | +5.6% | -5.3% | +10.9% | +7.1% |
| YTD | +5.7% | +5.9% | -0.3% | +1.8% |
| 1Y | +14.6% | +14.2% | +0.4% | +7.0% |
| 3Y | +50.7% | -37.0% | +87.6% | +72.8% |
| 5Y | -4.8% | -29.7% | +24.9% | +4.2% |
| 10Y | +152.6% | +5.2% | +147.5% | +126.2% |
| All | +528.0% | +561.9% | -33.9% | +115.7% |
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 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