+45.4%
NU vs STZ
-42.0%
+87.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.4% |
| 7D | -4.2% | -4.1% | -0.1% | -3.1% |
| 30D | +10.0% | -7.6% | +17.6% | +12.6% |
| 3M | +29.3% | -12.3% | +41.5% | +33.9% |
| 6M | +0.9% | -16.3% | +17.2% | +5.9% |
| YTD | -10.3% | -8.4% | -1.9% | -9.6% |
| 1Y | -3.2% | -10.8% | +7.7% | -1.8% |
| 3Y | +120.6% | -49.0% | +169.5% | +180.2% |
| All | +45.4% | -42.0% | +87.4% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling