-7.8%
NVTS vs STLA
-60.5%
+52.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.6% |
| 7D | +2.7% | +2.6% | +0.1% | +1.2% |
| 30D | -4.5% | -1.2% | -3.2% | -4.6% |
| 3M | -61.5% | -24.8% | -36.8% | -54.6% |
| 6M | +28.0% | -25.6% | +53.6% | +49.8% |
| YTD | +65.3% | -48.9% | +114.2% | +131.0% |
| 1Y | +113.0% | -38.8% | +151.8% | +152.7% |
| 3Y | +34.7% | -64.5% | +99.2% | +132.5% |
| All | -7.8% | -60.5% | +52.7% | +34.1% |
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