-9.4%
NVTS vs STRL
+2,073.6%
-2,083.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.6% |
| 7D | +3.5% | +8.2% | -4.7% | -0.7% |
| 30D | -11.9% | -6.3% | -5.6% | -8.5% |
| 3M | -49.2% | -41.2% | -8.0% | -33.0% |
| 6M | +38.4% | +20.4% | +18.1% | +24.6% |
| YTD | +62.5% | +61.7% | +0.8% | +26.6% |
| 1Y | +101.4% | +72.7% | +28.7% | +53.7% |
| 3Y | +40.4% | +530.9% | -490.5% | -49.8% |
| All | -9.4% | +2,073.6% | -2,083.0% | -84.6% |
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