+13.2%
STM vs NVD
-99.2%
+112.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.8% |
| 30D | -5.2% | -9.3% | +4.1% | -6.3% |
| 3M | -29.6% | -22.1% | -7.5% | -31.3% |
| 6M | +54.4% | -45.8% | +100.2% | +43.1% |
| YTD | +99.5% | -46.7% | +146.2% | +86.9% |
| 1Y | +100.8% | -59.5% | +160.2% | +81.5% |
| 3Y | +20.2% | -99.2% | +119.3% | -32.6% |
| All | +13.2% | -99.2% | +112.4% | -36.5% |
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