-10.8%
NVTS vs STRL
-30.1%
+19.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -21.5% | +30.5% | +21.0% |
| 7D | -0.3% | -27.1% | +26.7% | +15.9% |
| 30D | -24.4% | -45.8% | +21.4% | +5.1% |
| 3M | -26.5% | -47.6% | +21.1% | +4.6% |
| 6M | -41.4% | -46.4% | +5.0% | -15.8% |
| YTD | +30.7% | -7.4% | +38.0% | +25.6% |
| 1Y | -10.8% | -25.9% | +15.1% | +0.4% |
| All | -10.8% | -30.1% | +19.3% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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