-51.3%
NVO vs STLA
-66.8%
+15.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.5% | -1.1% |
| 7D | -4.7% | +0.4% | -5.1% | -4.8% |
| 30D | -5.4% | -5.2% | -0.3% | -4.9% |
| 3M | +7.0% | -24.9% | +31.8% | +10.7% |
| 6M | +17.6% | -25.2% | +42.8% | +21.4% |
| YTD | -8.0% | -51.4% | +43.4% | +0.6% |
| 1Y | -13.8% | -40.7% | +26.9% | -10.3% |
| All | -51.3% | -66.8% | +15.5% | -48.7% |
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