-54.2%
NVD vs STZ
-12.7%
-41.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.9% |
| 7D | +9.0% | -4.1% | +13.1% | +10.2% |
| 30D | -5.5% | -7.6% | +2.1% | -3.3% |
| 3M | -24.6% | -12.3% | -12.3% | -22.0% |
| 6M | -42.1% | -16.3% | -25.8% | -39.5% |
| YTD | -44.3% | -8.4% | -36.0% | -42.1% |
| 1Y | -54.2% | -10.8% | -43.4% | -54.4% |
| All | -54.2% | -12.7% | -41.5% | -54.4% |
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