+27.1%
STM vs NVTS
-15.6%
+42.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +0.9% |
| 7D | +5.8% | +2.7% | +3.1% | +5.3% |
| 30D | -1.0% | -4.5% | +3.4% | -0.4% |
| 3M | -33.3% | -61.5% | +28.3% | -23.8% |
| 6M | +57.4% | +28.0% | +29.4% | +48.9% |
| YTD | +102.2% | +65.3% | +36.9% | +82.8% |
| 1Y | +99.6% | +113.0% | -13.4% | +69.7% |
| 3Y | +14.5% | +34.7% | -20.2% | -2.7% |
| All | +27.1% | -15.6% | +42.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 all: compounded portfolio wealth divided by compounded NVTS 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…
all analysis · Full analysis span regression · 6 months rolling