+751.2%
NVT vs STLA
-58.2%
+809.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.2% | +5.4% |
| 7D | +10.4% | +0.7% | +9.6% | +9.9% |
| 30D | -1.3% | -2.4% | +1.1% | -1.1% |
| 3M | -0.6% | -23.9% | +23.2% | +9.9% |
| 6M | +53.8% | -24.6% | +78.4% | +69.2% |
| YTD | +60.2% | -50.5% | +110.7% | +106.0% |
| 1Y | +76.8% | -39.8% | +116.6% | +103.9% |
| 3Y | +191.2% | -65.6% | +256.9% | +311.6% |
| 5Y | +430.9% | -62.1% | +493.0% | +582.6% |
| All | +751.2% | -58.2% | +809.5% | +695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling