+33.7%
STM vs NVDL
+2,608.0%
-2,574.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | -5.2% | +3.4% | -8.6% | -6.2% |
| 3M | -29.6% | +8.1% | -37.7% | -31.2% |
| 6M | +54.4% | +31.9% | +22.5% | +43.5% |
| YTD | +99.5% | +21.1% | +78.4% | +87.6% |
| 1Y | +100.8% | +34.0% | +66.7% | +82.2% |
| 3Y | +20.2% | +677.9% | -657.8% | -35.0% |
| All | +33.7% | +2,608.0% | -2,574.3% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling