-34.4%
STZ vs NTR
+100.5%
-134.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.9% | +8.1% | -10.0% | -3.7% |
| 30D | -1.9% | +18.8% | -20.6% | -5.8% |
| 3M | -6.2% | +16.2% | -22.5% | -9.7% |
| 6M | -14.0% | +9.8% | -23.8% | -16.6% |
| YTD | -5.1% | +30.9% | -36.0% | -12.1% |
| 1Y | -9.6% | +41.8% | -51.3% | -18.2% |
| 3Y | -47.2% | +35.8% | -83.0% | -52.6% |
| 5Y | -33.6% | +51.0% | -84.6% | -47.6% |
| All | -34.4% | +100.5% | -134.9% | -59.4% |
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