+688.3%
NVDL vs STT
+195.2%
+493.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.8% | +1.0% | -1.8% | -1.6% |
| 30D | +3.4% | +2.8% | +0.6% | +0.8% |
| 3M | +8.1% | +18.1% | -10.0% | -7.1% |
| 6M | +31.9% | +59.2% | -27.3% | -12.7% |
| YTD | +21.1% | +51.5% | -30.4% | -16.4% |
| 1Y | +34.0% | +75.7% | -41.6% | -18.7% |
| All | +688.3% | +195.2% | +493.1% | +295.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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