+2.2%
STM vs NVD
-98.6%
+100.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | +2.5% |
| 7D | +16.3% | +17.0% | -0.7% | +20.8% |
| 30D | -6.3% | +77.3% | -83.6% | +8.8% |
| 3M | -14.1% | +61.6% | -75.7% | -0.8% |
| 6M | -19.6% | +40.7% | -60.2% | -7.2% |
| YTD | +80.1% | -10.5% | +90.6% | +94.7% |
| 1Y | +95.4% | -6.1% | +101.5% | +114.3% |
| 3Y | +14.7% | -98.4% | +113.1% | -24.6% |
| All | +2.2% | -98.6% | +100.8% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling