+22.9%
NOC vs STZ
-35.4%
+58.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | -2.9% | +3.4% | -6.4% | -3.4% |
| 30D | +12.1% | +19.6% | -7.5% | +9.0% |
| 3M | -5.3% | +8.0% | -13.3% | -6.6% |
| 6M | -1.0% | -0.3% | -0.8% | -1.4% |
| YTD | -4.3% | +8.6% | -12.9% | -6.5% |
| 1Y | -3.6% | +17.3% | -21.0% | -7.1% |
| 3Y | +22.9% | -34.7% | +57.6% | +27.3% |
| All | +22.9% | -35.4% | +58.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling