+99.6%
STM vs NVD
-61.9%
+161.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.5% |
| 7D | +5.8% | -11.1% | +16.9% | +2.5% |
| 30D | -1.0% | -13.3% | +12.2% | -3.6% |
| 3M | -33.3% | -19.8% | -13.4% | -35.0% |
| 6M | +57.4% | -48.8% | +106.2% | +40.2% |
| YTD | +102.2% | -49.7% | +151.8% | +81.1% |
| 1Y | +99.6% | -61.4% | +161.0% | +78.6% |
| All | +99.6% | -61.9% | +161.5% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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