-25.3%
NVTS vs STRL
+1,224.0%
-1,249.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.3% | -4.7% |
| 7D | +21.6% | +23.4% | -1.8% | +9.2% |
| 30D | -8.5% | -39.5% | +31.0% | +16.9% |
| 3M | -31.4% | -45.1% | +13.7% | -7.8% |
| 6M | -50.3% | -64.6% | +14.2% | -15.4% |
| YTD | +33.9% | -1.5% | +35.4% | +32.3% |
| 1Y | +10.6% | -20.8% | +31.4% | +21.0% |
| 3Y | +52.7% | +353.1% | -300.4% | -35.9% |
| 5Y | -48.5% | +942.9% | -991.4% | -89.4% |
| All | -25.3% | +1,224.0% | -1,249.3% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling