-98.6%
NVD vs STLA
-75.5%
-23.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.1% | +15.1% | +6.3% |
| 7D | +17.0% | -13.1% | +30.1% | +10.3% |
| 30D | +77.3% | -13.3% | +90.5% | +67.3% |
| 3M | +61.6% | -27.9% | +89.5% | +41.6% |
| 6M | +40.7% | -47.8% | +88.5% | +7.3% |
| YTD | -10.5% | -64.6% | +54.1% | -43.1% |
| 1Y | -6.1% | -64.0% | +57.9% | -39.6% |
| 3Y | -98.4% | -76.8% | -21.6% | -99.0% |
| All | -98.6% | -75.5% | -23.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling