+191.9%
NI vs STZ
+12.6%
+179.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.2% | +0.5% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +11.2% | +14.7% | -3.6% | +6.5% |
| 3M | +9.8% | +8.8% | +1.0% | +6.6% |
| 6M | -1.6% | +3.1% | -4.7% | -3.1% |
| YTD | +12.6% | +7.9% | +4.8% | +8.2% |
| 1Y | +7.8% | +14.2% | -6.4% | +1.5% |
| 3Y | +100.5% | -35.2% | +135.7% | +123.3% |
| 5Y | +114.4% | -29.6% | +144.0% | +130.1% |
| All | +191.9% | +12.6% | +179.3% | +157.2% |
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