+1,980.5%
NOW vs STZ
+567.2%
+1,413.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.7% |
| 7D | -6.7% | +11.8% | -18.5% | -10.0% |
| 30D | -25.8% | +26.0% | -51.8% | -31.1% |
| 3M | -12.7% | +11.5% | -24.2% | -15.8% |
| 6M | +11.2% | -2.0% | +13.2% | +11.2% |
| YTD | -33.2% | +7.9% | -41.0% | -36.5% |
| 1Y | -41.8% | +13.9% | -55.7% | -45.7% |
| 3Y | -15.7% | -35.8% | +20.2% | -6.4% |
| 5Y | -26.0% | -28.4% | +2.4% | -21.3% |
| 10Y | +515.1% | +7.1% | +508.0% | +438.3% |
| All | +1,980.5% | +567.2% | +1,413.2% | +1,154.1% |
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 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