-9.0%
NVD vs STZ
+15.6%
-24.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.5% |
| 7D | +28.6% | +2.6% | +26.1% | +27.1% |
| 30D | +73.6% | +15.2% | +58.4% | +63.2% |
| 3M | +70.1% | +7.6% | +62.4% | +63.3% |
| 6M | +53.6% | +5.3% | +48.3% | +47.6% |
| YTD | -7.0% | +8.6% | -15.6% | -11.7% |
| 1Y | -9.0% | +15.6% | -24.6% | -15.8% |
| All | -9.0% | +15.6% | -24.5% | -15.8% |
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