+101.4%
NVTS vs STLA
-41.2%
+142.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.5% | -3.1% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -11.9% | -5.2% | -6.7% | -11.3% |
| 3M | -49.2% | -24.9% | -24.4% | -47.4% |
| 6M | +38.4% | -25.2% | +63.6% | +42.7% |
| YTD | +62.5% | -51.4% | +113.9% | +76.5% |
| 1Y | +101.4% | -40.7% | +142.1% | +91.9% |
| All | +101.4% | -41.2% | +142.6% | +91.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling