+127.6%
NOK vs STZ
-10.3%
+138.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | +8.7% | -4.1% | +12.8% | +9.6% |
| 30D | +12.5% | -7.6% | +20.1% | +14.3% |
| 3M | -20.7% | -12.3% | -8.5% | -18.6% |
| 6M | +36.2% | -16.3% | +52.5% | +40.5% |
| YTD | +64.1% | -8.4% | +72.5% | +64.2% |
| 1Y | +132.4% | -10.8% | +143.2% | +133.3% |
| 3Y | +182.9% | -49.0% | +231.8% | +232.7% |
| 5Y | +102.8% | -36.5% | +139.3% | +121.2% |
| All | +127.6% | -10.3% | +138.0% | +113.5% |
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