+244.4%
NXT vs STZ
-33.7%
+278.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.7% |
| 7D | +32.2% | +4.9% | +27.3% | +31.0% |
| 30D | +21.9% | +20.9% | +1.1% | +17.1% |
| 3M | +6.6% | +8.0% | -1.4% | +4.7% |
| 6M | -16.8% | -5.3% | -11.5% | -15.8% |
| YTD | +20.4% | +5.9% | +14.5% | +15.7% |
| 1Y | -1.5% | +14.2% | -15.7% | -8.1% |
| 3Y | +182.4% | -37.0% | +219.3% | +225.7% |
| All | +244.4% | -33.7% | +278.1% | +292.2% |
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