-38.8%
STZ vs NTR
+51.1%
-89.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.8% |
| 7D | -7.4% | +3.8% | -11.2% | -7.7% |
| 30D | -10.9% | +25.2% | -36.1% | -12.8% |
| 3M | -13.4% | +21.0% | -34.4% | -15.1% |
| 6M | -16.2% | +7.6% | -23.8% | -17.1% |
| YTD | -10.4% | +32.9% | -43.3% | -13.6% |
| 1Y | -14.8% | +43.1% | -57.8% | -18.6% |
| 3Y | -50.1% | +41.6% | -91.7% | -52.8% |
| 5Y | -38.8% | +54.8% | -93.6% | -45.9% |
| All | -38.8% | +51.1% | -89.9% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling