+113.0%
NVTS vs STZ
-10.2%
+123.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.1% |
| 7D | +2.7% | -1.9% | +4.6% | +2.2% |
| 30D | -4.5% | -1.9% | -2.6% | -4.7% |
| 3M | -61.5% | -6.2% | -55.3% | -61.7% |
| 6M | +28.0% | -14.0% | +42.0% | +25.6% |
| YTD | +65.3% | -5.1% | +70.4% | +45.5% |
| 1Y | +113.0% | -9.6% | +122.6% | +98.3% |
| All | +113.0% | -10.2% | +123.2% | +98.3% |
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