+76.9%
NSC vs STZ
-34.1%
+111.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.4% | +5.3% | -8.8% | -4.4% |
| 30D | +3.6% | +19.6% | -16.0% | 0.0% |
| 3M | -1.4% | +10.0% | -11.4% | -3.5% |
| 6M | +6.0% | -0.3% | +6.2% | +5.6% |
| YTD | +15.5% | +8.6% | +6.9% | +12.4% |
| 1Y | +16.2% | +16.6% | -0.4% | +11.0% |
| 3Y | +76.9% | -34.8% | +111.7% | +89.1% |
| All | +76.9% | -34.1% | +111.0% | +89.1% |
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 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