-9.4%
NVTS vs STZ
-38.4%
+29.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +3.5% | -6.0% | +9.5% | +5.3% |
| 30D | -11.9% | -8.9% | -3.0% | -9.7% |
| 3M | -49.2% | -12.6% | -36.7% | -47.5% |
| 6M | +38.4% | -17.2% | +55.6% | +44.4% |
| YTD | +62.5% | -10.0% | +72.5% | +58.4% |
| 1Y | +101.4% | -14.3% | +115.7% | +101.1% |
| 3Y | +40.4% | -49.9% | +90.3% | +85.9% |
| All | -9.4% | -38.4% | +29.0% | +13.6% |
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 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