+140.2%
NI vs STZ
-10.3%
+150.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -0.6% | -4.1% | +3.5% | +0.6% |
| 30D | -1.4% | -7.6% | +6.2% | +0.8% |
| 3M | -10.6% | -12.3% | +1.7% | -7.3% |
| 6M | -9.9% | -16.3% | +6.4% | -5.6% |
| YTD | +1.2% | -8.4% | +9.5% | +2.3% |
| 1Y | +4.4% | -10.8% | +15.2% | +6.2% |
| 3Y | +68.6% | -49.0% | +117.6% | +103.1% |
| 5Y | +98.0% | -36.5% | +134.5% | +118.9% |
| All | +140.2% | -10.3% | +150.6% | +127.0% |
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