-29.8%
STZ vs NTRS
+66.1%
-95.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | +14.9% | +5.6% | +9.3% | +13.5% |
| 3M | +8.4% | -4.4% | +12.8% | +9.3% |
| 6M | +2.8% | +12.0% | -9.2% | -0.2% |
| YTD | +7.5% | +32.8% | -25.3% | -0.5% |
| 1Y | +12.5% | +40.0% | -27.4% | +2.7% |
| 3Y | -35.4% | +175.2% | -210.6% | -51.5% |
| All | -29.8% | +66.1% | -95.9% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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