-21.3%
NVTS vs STLA
-70.8%
+49.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.5% | +10.9% | +9.3% |
| 7D | +7.9% | -11.6% | +19.5% | +15.9% |
| 30D | +0.8% | -6.2% | +7.0% | +3.7% |
| 3M | -26.0% | -24.6% | -1.4% | -14.6% |
| 6M | -55.5% | -44.9% | -10.6% | -38.1% |
| YTD | +41.0% | -62.3% | +103.3% | +131.7% |
| 1Y | +10.4% | -61.8% | +72.2% | +78.5% |
| 3Y | +60.9% | -75.3% | +136.2% | +245.0% |
| 5Y | -42.8% | -72.5% | +29.7% | +1.8% |
| All | -21.3% | -70.8% | +49.5% | +34.6% |
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