-99.1%
NVD vs STZ
-48.9%
-50.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +4.5% |
| 7D | +9.0% | -4.1% | +13.1% | +9.0% |
| 30D | -5.5% | -7.6% | +2.1% | -5.6% |
| 3M | -24.6% | -12.3% | -12.3% | -24.8% |
| 6M | -42.1% | -16.3% | -25.8% | -42.4% |
| YTD | -44.3% | -8.4% | -36.0% | -43.7% |
| 1Y | -54.2% | -10.8% | -43.4% | -53.9% |
| 3Y | -99.1% | -49.0% | -50.1% | -99.2% |
| All | -99.1% | -48.9% | -50.2% | -99.2% |
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