-38.7%
NOW vs STZ
+14.7%
-53.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | 0.0% |
| 7D | -27.5% | +13.0% | -40.5% | -26.9% |
| 30D | -20.0% | +29.4% | -49.5% | -18.5% |
| 3M | -7.9% | +11.6% | -19.5% | -7.5% |
| 6M | +18.3% | -0.2% | +18.5% | +15.1% |
| YTD | -29.0% | +8.6% | -37.5% | -33.6% |
| 1Y | -38.7% | +15.9% | -54.6% | -41.2% |
| All | -38.7% | +14.7% | -53.4% | -41.2% |
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