-35.2%
STZ vs NTR
+47.6%
-82.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +15.2% | +2.0% | +13.2% | +15.0% |
| 3M | +7.6% | +6.4% | +1.2% | +6.9% |
| 6M | +5.3% | +1.6% | +3.7% | +4.9% |
| YTD | +8.6% | +18.2% | -9.6% | +5.6% |
| 1Y | +15.6% | +23.9% | -8.4% | +11.6% |
| 3Y | -35.2% | +44.7% | -79.8% | -40.2% |
| All | -35.2% | +47.6% | -82.8% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling