+33.6%
STM vs NVDL
+2,476.2%
-2,442.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.4% | -10.3% | +8.9% | +0.9% |
| 30D | -4.9% | -7.1% | +2.2% | -3.7% |
| 3M | -34.0% | +6.6% | -40.6% | -35.3% |
| 6M | +51.8% | +21.1% | +30.8% | +43.7% |
| YTD | +99.4% | +15.2% | +84.2% | +89.4% |
| 1Y | +99.1% | +18.8% | +80.3% | +85.4% |
| 3Y | +19.5% | +649.9% | -630.4% | -34.9% |
| All | +33.6% | +2,476.2% | -2,442.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 10y: compounded portfolio wealth divided by compounded NVDL 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…
10y analysis · Full analysis span regression · 6 months rolling