-30.2%
NVD vs STZ
+14.7%
-44.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.1% | +3.8% |
| 7D | +15.0% | +13.0% | +2.0% | +8.7% |
| 30D | +39.3% | +29.4% | +9.9% | +25.8% |
| 3M | +3.1% | +11.6% | -8.5% | -2.1% |
| 6M | -19.0% | -0.2% | -18.8% | -20.7% |
| YTD | -35.5% | +8.6% | -44.1% | -37.9% |
| 1Y | -30.2% | +15.9% | -46.1% | -34.8% |
| All | -30.2% | +14.7% | -44.9% | -34.8% |
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 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