+1,689.6%
STX vs NVDL
+2,657.6%
-968.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.0% | +10.5% | +7.2% |
| 7D | +10.7% | +7.3% | +3.4% | +9.2% |
| 30D | +11.3% | -0.7% | +12.0% | +11.0% |
| 3M | +3.2% | +9.5% | -6.2% | +0.9% |
| 6M | +157.0% | +41.6% | +115.4% | +138.3% |
| YTD | +229.2% | +23.3% | +205.9% | +210.9% |
| 1Y | +381.8% | +40.3% | +341.6% | +344.5% |
| 3Y | +1,383.2% | +692.2% | +691.0% | +861.0% |
| All | +1,689.6% | +2,657.6% | -968.0% | +817.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling