+70.8%
NVT vs STZ
-11.8%
+82.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.4% |
| 7D | +4.1% | -4.5% | +8.5% | +3.4% |
| 30D | -5.1% | -8.6% | +3.5% | -6.3% |
| 3M | -1.2% | -13.8% | +12.6% | -2.7% |
| 6M | +46.6% | -17.2% | +63.7% | +44.2% |
| YTD | +60.0% | -9.4% | +69.3% | +54.0% |
| 1Y | +70.8% | -11.9% | +82.6% | +64.9% |
| All | +70.8% | -11.8% | +82.6% | +64.9% |
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