-98.7%
NVD vs STZ
-40.0%
-58.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.7% |
| 7D | +27.3% | -0.9% | +28.3% | +27.4% |
| 30D | +59.9% | +14.9% | +45.0% | +58.8% |
| 3M | +39.4% | +8.4% | +31.0% | +38.1% |
| 6M | +27.6% | +2.8% | +24.8% | +26.0% |
| YTD | -17.9% | +7.5% | -25.4% | -17.6% |
| 1Y | -14.5% | +12.5% | -27.0% | -13.4% |
| 3Y | -98.6% | -35.4% | -63.1% | -98.6% |
| All | -98.7% | -40.0% | -58.7% | -98.8% |
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