+499.2%
NOW vs STZ
+3.4%
+495.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -3.0% | +4.9% | -7.9% | -4.4% |
| 30D | -26.0% | +20.9% | -46.9% | -30.2% |
| 3M | -13.1% | +8.0% | -21.1% | -15.3% |
| 6M | +14.5% | -5.3% | +19.8% | +15.6% |
| YTD | -33.4% | +5.9% | -39.4% | -36.4% |
| 1Y | -40.6% | +14.2% | -54.8% | -44.7% |
| 3Y | -16.3% | -37.0% | +20.7% | -6.5% |
| 5Y | -26.3% | -29.7% | +3.4% | -21.1% |
| All | +499.2% | +3.4% | +495.8% | +455.1% |
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