+3,701.1%
NI vs STZ
+9,621.1%
-5,920.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +2.0% | -1.9% | +3.9% | +2.3% |
| 30D | -3.5% | -1.9% | -1.7% | -3.3% |
| 3M | -9.1% | -6.2% | -2.9% | -8.3% |
| 6M | -11.8% | -14.0% | +2.2% | -9.9% |
| YTD | +1.1% | -5.1% | +6.2% | +1.4% |
| 1Y | +6.7% | -9.6% | +16.3% | +7.7% |
| 3Y | +71.1% | -47.2% | +118.3% | +87.3% |
| 5Y | +94.3% | -33.6% | +127.9% | +104.5% |
| 10Y | +135.8% | -9.8% | +145.5% | +133.2% |
| All | +3,701.1% | +9,621.1% | -5,920.0% | +2,416.9% |
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