+17.7%
STM vs NVDL
+626.5%
-608.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.6% |
| 7D | -1.1% | -8.7% | +7.6% | +0.9% |
| 30D | -7.8% | -1.3% | -6.5% | -7.9% |
| 3M | -28.2% | +11.4% | -39.5% | -30.2% |
| 6M | +52.0% | +22.9% | +29.1% | +43.5% |
| YTD | +96.4% | +15.4% | +81.0% | +86.6% |
| 1Y | +98.8% | +18.8% | +80.1% | +85.4% |
| All | +17.7% | +626.5% | -608.8% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling