-8.2%
NVO vs STLA
-53.0%
+44.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +5.0% |
| 7D | +10.2% | -0.6% | +10.8% | +10.1% |
| 30D | +12.4% | +3.6% | +8.8% | +12.4% |
| 3M | -3.5% | -20.6% | +17.1% | -4.3% |
| 6M | -3.8% | -34.3% | +30.6% | -5.3% |
| YTD | -13.0% | -57.3% | +44.3% | -15.8% |
| 1Y | -8.2% | -52.6% | +44.4% | -13.8% |
| All | -8.2% | -53.0% | +44.8% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling