-15.2%
NU vs STZ
+15.6%
-30.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.6% |
| 7D | +9.9% | +2.6% | +7.3% | +9.5% |
| 30D | -11.5% | +15.2% | -26.6% | -12.9% |
| 3M | -5.1% | +7.6% | -12.7% | -6.0% |
| 6M | +3.1% | +5.3% | -2.2% | +2.2% |
| YTD | -21.0% | +8.6% | -29.7% | -22.7% |
| 1Y | -15.2% | +15.6% | -30.8% | -14.3% |
| All | -15.2% | +15.6% | -30.8% | -14.3% |
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 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