+37.5%
NVTS vs STZ
-49.0%
+86.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.9% | -5.7% | -4.1% |
| 7D | +0.5% | -4.1% | +4.5% | +1.0% |
| 30D | -18.0% | -7.6% | -10.4% | -17.2% |
| 3M | -45.6% | -12.3% | -33.3% | -44.6% |
| 6M | +28.5% | -16.3% | +44.8% | +31.3% |
| YTD | +56.2% | -8.4% | +64.5% | +50.3% |
| 1Y | +97.7% | -10.8% | +108.5% | +92.0% |
| All | +37.5% | -49.0% | +86.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling