-99.1%
NVD vs STLA
-66.5%
-32.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.4% |
| 7D | +9.0% | -3.8% | +12.9% | +7.2% |
| 30D | -5.5% | -3.1% | -2.3% | -6.4% |
| 3M | -24.6% | -19.6% | -5.0% | -31.3% |
| 6M | -42.1% | -23.5% | -18.6% | -47.0% |
| YTD | -44.3% | -51.5% | +7.2% | -59.6% |
| 1Y | -54.2% | -39.7% | -14.5% | -60.9% |
| 3Y | -99.1% | -66.3% | -32.8% | -99.4% |
| All | -99.1% | -66.5% | -32.6% | -99.4% |
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