+28.0%
NU vs STZ
-31.2%
+59.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.7% | +11.1% | +11.5% |
| 7D | +9.9% | +2.6% | +7.3% | +9.1% |
| 30D | -11.5% | +15.2% | -26.6% | -15.1% |
| 3M | -5.1% | +7.6% | -12.7% | -7.2% |
| 6M | +3.1% | +5.3% | -2.2% | +1.0% |
| YTD | -21.0% | +8.6% | -29.7% | -24.4% |
| 1Y | -15.2% | +15.6% | -30.8% | -20.7% |
| 3Y | +56.4% | -35.2% | +91.6% | +80.6% |
| All | +28.0% | -31.2% | +59.2% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling