+3.4%
NU vs STZ
-10.2%
+13.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | +7.5% | -1.9% | +9.4% | +7.7% |
| 30D | +6.1% | -1.9% | +8.0% | +6.6% |
| 3M | +26.8% | -6.2% | +33.0% | +27.5% |
| 6M | +2.5% | -14.0% | +16.5% | +3.8% |
| YTD | -8.2% | -5.1% | -3.1% | -8.0% |
| 1Y | +3.4% | -9.6% | +12.9% | +0.1% |
| All | +3.4% | -10.2% | +13.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling