-99.2%
NVD vs STLA
-66.8%
-32.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.0% |
| 7D | +0.5% | +0.4% | +0.1% | +0.9% |
| 30D | -9.3% | -5.2% | -4.1% | -11.1% |
| 3M | -22.1% | -24.9% | +2.8% | -31.1% |
| 6M | -45.8% | -25.2% | -20.6% | -50.9% |
| YTD | -46.7% | -51.4% | +4.7% | -61.3% |
| 1Y | -59.5% | -40.7% | -18.8% | -65.8% |
| All | -99.2% | -66.8% | -32.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling