-12.9%
NVTS vs STLA
-62.5%
+49.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +0.5% | -3.8% | +4.3% | +2.7% |
| 30D | -18.0% | -3.1% | -14.9% | -17.2% |
| 3M | -45.6% | -19.6% | -26.0% | -38.8% |
| 6M | +28.5% | -23.5% | +51.9% | +47.6% |
| YTD | +56.2% | -51.5% | +107.7% | +124.8% |
| 1Y | +97.7% | -39.7% | +137.4% | +134.8% |
| 3Y | +35.0% | -66.3% | +101.3% | +139.9% |
| All | -12.9% | -62.5% | +49.6% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling