+16.7%
STM vs NVDL
+266.0%
-249.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +1.5% |
| 7D | +12.0% | -24.8% | +36.8% | +18.8% |
| 30D | -0.4% | -48.0% | +47.7% | +15.1% |
| 3M | -13.2% | -51.5% | +38.4% | +1.6% |
| 6M | -26.1% | -54.9% | +28.9% | -12.9% |
| YTD | +81.2% | -39.2% | +120.4% | +98.6% |
| 1Y | +98.3% | -41.1% | +139.4% | +117.8% |
| 3Y | +16.7% | +262.9% | -246.2% | -13.2% |
| All | +16.7% | +266.0% | -249.3% | -13.2% |
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