+2,771.1%
NOW vs STZ
+487.0%
+2,284.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | +20.5% | -1.9% | +22.4% | +21.2% |
| 3M | +18.3% | -6.2% | +24.6% | +20.5% |
| 6M | +24.1% | -14.0% | +38.1% | +28.3% |
| YTD | -7.8% | -5.1% | -2.7% | -8.5% |
| 1Y | -21.4% | -9.6% | -11.8% | -20.9% |
| 3Y | +19.5% | -47.2% | +66.8% | +41.7% |
| 5Y | +4.1% | -33.6% | +37.7% | +13.3% |
| 10Y | +826.4% | -9.8% | +836.2% | +758.4% |
| All | +2,771.1% | +487.0% | +2,284.2% | +1,705.2% |
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 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