-6.3%
NVTS vs STRL
+2,104.6%
-2,110.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | 0.0% |
| 7D | +9.7% | +10.1% | -0.4% | +4.3% |
| 30D | -13.6% | -8.2% | -5.4% | -9.3% |
| 3M | -51.0% | -43.7% | -7.3% | -33.9% |
| 6M | +46.3% | +27.1% | +19.2% | +28.1% |
| YTD | +68.1% | +64.0% | +4.1% | +30.0% |
| 1Y | +113.9% | +75.2% | +38.7% | +62.0% |
| 3Y | +45.3% | +539.9% | -494.6% | -48.5% |
| All | -6.3% | +2,104.6% | -2,110.8% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling