+127.9%
NOK vs STZ
+13.4%
+114.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +5.4% | +2.6% | +2.8% | +4.8% |
| 30D | -14.1% | +15.2% | -29.3% | -17.0% |
| 3M | -23.6% | +7.6% | -31.2% | -25.3% |
| 6M | -45.1% | +5.3% | -50.4% | -46.3% |
| YTD | +24.7% | +8.6% | +16.1% | +19.5% |
| 1Y | +19.0% | +15.6% | +3.5% | +11.9% |
| 3Y | +147.0% | -35.2% | +182.2% | +172.3% |
| 5Y | +58.2% | -29.1% | +87.3% | +68.4% |
| All | +127.9% | +13.4% | +114.6% | +107.0% |
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