+180.7%
NVT vs STLA
-66.8%
+247.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -2.0% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | -2.3% | -5.2% | +2.9% | -1.3% |
| 3M | -3.1% | -24.9% | +21.8% | +4.6% |
| 6M | +47.0% | -25.2% | +72.2% | +57.9% |
| YTD | +56.2% | -51.4% | +107.6% | +88.6% |
| 1Y | +74.5% | -40.7% | +115.2% | +93.3% |
| All | +180.7% | -66.8% | +247.6% | +258.3% |
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