-38.8%
STZ vs NTRS
+87.6%
-126.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.4% |
| 7D | -7.4% | +1.7% | -9.1% | -7.7% |
| 30D | -10.9% | +0.1% | -11.0% | -10.9% |
| 3M | -13.4% | +9.8% | -23.3% | -15.5% |
| 6M | -16.2% | +34.7% | -50.8% | -22.3% |
| YTD | -10.4% | +37.4% | -47.8% | -17.7% |
| 1Y | -14.8% | +48.2% | -62.9% | -23.4% |
| 3Y | -50.1% | +163.5% | -213.6% | -62.2% |
| 5Y | -38.8% | +88.2% | -127.0% | -51.2% |
| All | -38.8% | +87.6% | -126.4% | -51.2% |
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