+68.4%
NVTS vs STRL
+337.2%
-268.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +15.0% | -3.7% | +3.5% |
| 7D | +20.8% | -13.3% | +34.2% | +26.8% |
| 30D | -11.1% | -43.3% | +32.2% | +17.2% |
| 3M | -31.0% | -46.9% | +15.8% | -5.9% |
| 6M | -47.4% | -65.6% | +18.2% | -9.1% |
| YTD | +34.2% | -5.1% | +39.3% | +38.0% |
| 1Y | +22.2% | -23.1% | +45.3% | +38.0% |
| 3Y | +68.4% | +346.8% | -278.5% | -15.5% |
| All | +68.4% | +337.2% | -268.8% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling