-26.7%
STZ vs NTR
+81.7%
-108.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | +4.9% | +3.0% | +1.9% | +4.3% |
| 30D | +20.9% | +2.2% | +18.7% | +20.3% |
| 3M | +8.0% | +7.9% | +0.1% | +5.9% |
| 6M | -5.3% | -1.5% | -3.8% | -5.5% |
| YTD | +5.9% | +18.6% | -12.7% | +0.3% |
| 1Y | +14.2% | +31.7% | -17.5% | +5.2% |
| 3Y | -37.0% | +46.4% | -83.4% | -44.7% |
| 5Y | -29.7% | +24.2% | -53.9% | -40.9% |
| All | -26.7% | +81.7% | -108.5% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling