+167.1%
NXT vs STZ
-42.7%
+209.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | -2.6% | -4.1% | +1.5% | -1.8% |
| 30D | -22.4% | -7.6% | -14.8% | -21.2% |
| 3M | -27.3% | -12.3% | -15.0% | -25.5% |
| 6M | -28.5% | -16.3% | -12.2% | -26.0% |
| YTD | -6.6% | -8.4% | +1.7% | -7.4% |
| 1Y | +20.4% | -10.8% | +31.2% | +20.2% |
| 3Y | +90.9% | -49.0% | +139.9% | +137.3% |
| All | +167.1% | -42.7% | +209.7% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling