-99.2%
NVD vs STLA
-64.8%
-34.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -0.8% |
| 7D | -11.1% | +2.6% | -13.7% | -9.9% |
| 30D | -13.3% | -1.2% | -12.0% | -13.4% |
| 3M | -19.8% | -24.8% | +4.9% | -28.9% |
| 6M | -48.8% | -25.6% | -23.2% | -53.7% |
| YTD | -49.7% | -48.9% | -0.7% | -62.6% |
| 1Y | -61.4% | -38.8% | -22.6% | -67.1% |
| 3Y | -99.1% | -64.5% | -34.6% | -99.4% |
| All | -99.2% | -64.8% | -34.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling