+57.4%
STM vs NVD
-50.2%
+107.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.4% |
| 7D | +5.8% | -11.1% | +16.9% | +1.5% |
| 30D | -1.0% | -13.3% | +12.2% | -4.4% |
| 3M | -33.3% | -19.8% | -13.4% | -35.5% |
| 6M | +57.4% | -48.8% | +106.2% | +26.3% |
| All | +57.4% | -50.2% | +107.6% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling