+11,140.4%
STZ vs NTRS
+4,201.7%
+6,938.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +14.9% | +5.6% | +9.3% | +13.1% |
| 3M | +8.4% | -4.4% | +12.8% | +9.6% |
| 6M | +2.8% | +12.0% | -9.2% | -0.9% |
| YTD | +7.5% | +32.8% | -25.3% | -1.8% |
| 1Y | +12.5% | +40.0% | -27.4% | +1.2% |
| 3Y | -35.4% | +175.2% | -210.6% | -52.8% |
| 5Y | -29.3% | +66.4% | -95.7% | -41.9% |
| 10Y | +11.8% | +193.1% | -181.3% | -24.4% |
| All | +11,140.4% | +4,201.7% | +6,938.7% | +3,294.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling