-98.5%
NVD vs STLA
-75.8%
-22.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +3.4% |
| 7D | +28.6% | -13.8% | +42.4% | +20.9% |
| 30D | +73.6% | -10.5% | +84.2% | +66.1% |
| 3M | +70.1% | -28.9% | +98.9% | +48.1% |
| 6M | +53.6% | -49.7% | +103.3% | +15.2% |
| YTD | -7.0% | -64.9% | +57.9% | -41.1% |
| 1Y | -9.0% | -64.0% | +55.0% | -41.4% |
| 3Y | -98.3% | -77.4% | -20.9% | -99.0% |
| All | -98.5% | -75.8% | -22.8% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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