+102.7%
NOK vs STZ
-38.0%
+140.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.0% |
| 7D | +9.3% | -6.0% | +15.4% | +10.2% |
| 30D | +17.9% | -8.9% | +26.7% | +19.3% |
| 3M | -22.3% | -12.6% | -9.8% | -20.9% |
| 6M | +36.4% | -17.2% | +53.6% | +39.5% |
| YTD | +66.3% | -10.0% | +76.3% | +65.6% |
| 1Y | +134.4% | -14.3% | +148.7% | +136.0% |
| 3Y | +186.6% | -49.9% | +236.5% | +244.6% |
| 5Y | +102.7% | -38.2% | +140.9% | +112.9% |
| All | +102.7% | -38.0% | +140.6% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling