+1,578.5%
NOK vs STZ
+4,793.0%
-3,214.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.8% |
| 7D | -1.8% | -1.9% | +0.2% | -1.3% |
| 30D | +4.7% | -1.9% | +6.6% | +5.0% |
| 3M | -39.7% | -6.2% | -33.4% | -39.1% |
| 6M | +23.1% | -14.0% | +37.1% | +26.2% |
| YTD | +55.0% | -5.1% | +60.1% | +54.6% |
| 1Y | +118.0% | -9.6% | +127.6% | +119.2% |
| 3Y | +170.5% | -47.2% | +217.7% | +205.7% |
| 5Y | +84.9% | -33.6% | +118.4% | +97.0% |
| 10Y | +112.0% | -9.8% | +121.8% | +103.4% |
| All | +1,578.5% | +4,793.0% | -3,214.4% | +729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling