-6.3%
NVTS vs STLA
-61.7%
+55.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.5% |
| 7D | +9.7% | +0.7% | +8.9% | +9.0% |
| 30D | -13.6% | -2.4% | -11.3% | -13.2% |
| 3M | -51.0% | -23.9% | -27.1% | -42.9% |
| 6M | +46.3% | -24.6% | +71.0% | +69.6% |
| YTD | +68.1% | -50.5% | +118.6% | +139.0% |
| 1Y | +113.9% | -39.8% | +153.7% | +155.6% |
| 3Y | +45.3% | -65.6% | +110.9% | +155.1% |
| All | -6.3% | -61.7% | +55.5% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling