+21.1%
STM vs NVD
-99.2%
+120.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | +0.3% |
| 7D | +5.2% | -7.7% | +12.9% | +3.5% |
| 30D | -7.4% | -5.8% | -1.6% | -7.7% |
| 3M | -30.6% | -23.2% | -7.4% | -32.5% |
| 6M | +66.4% | -49.7% | +116.1% | +52.1% |
| YTD | +101.1% | -47.7% | +148.8% | +87.7% |
| 1Y | +97.4% | -61.3% | +158.7% | +76.7% |
| 3Y | +21.1% | -99.2% | +120.3% | -31.4% |
| All | +21.1% | -99.2% | +120.3% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling