+1,606.4%
STX vs NVDL
+2,480.8%
-874.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -1.8% |
| 7D | +8.0% | -8.7% | +16.7% | +9.7% |
| 30D | +5.1% | -1.3% | +6.4% | +5.0% |
| 3M | +5.8% | +11.4% | -5.6% | +3.2% |
| 6M | +124.9% | +22.9% | +102.1% | +113.8% |
| YTD | +213.9% | +15.4% | +198.5% | +200.0% |
| 1Y | +350.4% | +18.8% | +331.6% | +327.0% |
| 3Y | +1,314.2% | +641.4% | +672.8% | +827.5% |
| All | +1,606.4% | +2,480.8% | -874.4% | +785.4% |
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