+13.8%
STZ vs NTR
+28.3%
-14.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | +4.9% | +3.0% | +1.9% | +4.7% |
| 30D | +20.9% | +2.2% | +18.7% | +20.7% |
| 3M | +8.0% | +7.9% | +0.1% | +7.5% |
| 6M | -5.3% | -1.5% | -3.8% | -5.2% |
| YTD | +5.9% | +18.6% | -12.7% | +0.9% |
| All | +13.8% | +28.3% | -14.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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