+9.0%
STZ vs NVMI
+2,467.0%
-2,458.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +11.7% | -13.5% | -2.9% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +20.9% | -17.1% | +38.0% | +22.8% |
| 3M | +8.0% | -17.9% | +25.9% | +9.5% |
| 6M | -5.3% | -41.4% | +36.1% | -1.2% |
| YTD | +5.9% | -4.6% | +10.6% | +3.1% |
| 1Y | +14.2% | -0.3% | +14.5% | +10.3% |
| 3Y | -37.0% | +214.5% | -251.4% | -51.6% |
| 5Y | -29.7% | +148.5% | -178.2% | -45.3% |
| All | +9.0% | +2,467.0% | -2,458.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling