+1,031.9%
NBIS vs STZ
-43.7%
+1,075.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.3% |
| 7D | +8.2% | -1.9% | +10.1% | +7.6% |
| 30D | +3.4% | -1.9% | +5.3% | +3.1% |
| 3M | -12.8% | -6.2% | -6.6% | -13.6% |
| 6M | +131.5% | -14.0% | +145.5% | +126.6% |
| YTD | +170.5% | -5.1% | +175.6% | +165.4% |
| 1Y | +248.8% | -9.6% | +258.3% | +239.3% |
| All | +1,031.9% | -43.7% | +1,075.7% | +839.3% |
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