-2.4%
NXT vs STZ
+17.1%
-19.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +15.1% | +3.4% | +11.7% | +15.0% |
| 30D | +21.8% | +19.6% | +2.2% | +23.4% |
| 3M | +1.6% | +8.0% | -6.5% | +2.0% |
| 6M | -16.7% | -0.3% | -16.4% | -15.9% |
| YTD | +20.4% | +8.6% | +11.8% | +12.9% |
| All | -2.4% | +17.1% | -19.4% | -9.8% |
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 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