+21.3%
NOK vs STZ
+14.7%
+6.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -0.2% |
| 7D | -10.4% | +13.0% | -23.4% | -5.1% |
| 30D | -19.0% | +29.4% | -48.4% | -10.4% |
| 3M | -16.7% | +11.6% | -28.3% | -11.0% |
| 6M | -37.1% | -0.2% | -36.9% | -33.5% |
| YTD | +27.7% | +8.6% | +19.1% | +35.6% |
| 1Y | +21.3% | +15.9% | +5.4% | +27.0% |
| All | +21.3% | +14.7% | +6.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling