-0.9%
NVO vs STLA
-63.7%
+62.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.4% | -3.8% | -3.5% | -6.8% |
| 30D | -5.5% | -3.1% | -2.4% | -5.2% |
| 3M | +4.1% | -19.6% | +23.8% | +7.2% |
| 6M | +19.3% | -23.5% | +42.8% | +23.3% |
| YTD | -9.2% | -51.5% | +42.3% | 0.0% |
| 1Y | -15.0% | -39.7% | +24.6% | -10.9% |
| 3Y | -50.9% | -66.3% | +15.5% | -44.7% |
| 5Y | -0.9% | -63.1% | +62.3% | +7.8% |
| All | -0.9% | -63.7% | +62.8% | +7.8% |
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 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