-7.8%
NVTS vs STZ
-35.1%
+27.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | +2.7% | -1.9% | +4.6% | +3.3% |
| 30D | -4.5% | -1.9% | -2.6% | -4.0% |
| 3M | -61.5% | -6.2% | -55.3% | -61.1% |
| 6M | +28.0% | -14.0% | +42.0% | +32.5% |
| YTD | +65.3% | -5.1% | +70.4% | +58.8% |
| 1Y | +113.0% | -9.6% | +122.6% | +109.5% |
| 3Y | +34.7% | -47.2% | +81.9% | +75.8% |
| All | -7.8% | -35.1% | +27.2% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling