-17.1%
NOW vs STZ
-35.4%
+18.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | -3.1% | +3.4% | -6.5% | -3.2% |
| 30D | -27.0% | +19.6% | -46.6% | -27.7% |
| 3M | -17.7% | +8.0% | -25.7% | -18.2% |
| 6M | +12.7% | -0.3% | +13.0% | +11.9% |
| YTD | -32.9% | +8.6% | -41.5% | -34.7% |
| 1Y | -40.4% | +17.3% | -57.7% | -42.4% |
| 3Y | -17.1% | -34.7% | +17.6% | -14.0% |
| All | -17.1% | -35.4% | +18.3% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling