+479.4%
NBIS vs STZ
-35.6%
+515.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.6% | -9.6% |
| 7D | -10.5% | +2.6% | -13.1% | -9.5% |
| 30D | -37.7% | +15.2% | -52.9% | -33.1% |
| 3M | -54.6% | +7.6% | -62.2% | -51.7% |
| 6M | -44.1% | +5.3% | -49.4% | -40.3% |
| YTD | +38.4% | +8.6% | +29.8% | +46.7% |
| 1Y | +30.7% | +15.6% | +15.2% | +40.0% |
| All | +479.4% | -35.6% | +515.0% | +419.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling