NAV Curve vs Benchmark
NorthStar
S&P 500 (indexed)
ITD · USD · paper account
Today P&L
+1.05%
+$823 · prev $78,237
Active Alpha (ITD)
+3.11%
portfolio vs S&P 500
Max Drawdown
-1.91%
22 Jun · -0.00% recovered
Annualised Vol
0.00%
ITD realized · σ daily 0.00%
Daily Return % per session · green=win · red=loss
Drawdown from Peak underwater equity curve
Capital Deployment % target band 80–95%
Daily Performance Log all sessions ITD · benchmark = S&P 500 (indicative, indexed)
| Date | Close NAV | Day Ret | ITD Ret | vs S&P 500 | DD Peak | Deploy | Pos | Signal |
|---|---|---|---|---|---|---|---|---|
| 26 Jun ★ | $79,060 | +1.05% | +0.97% | +3.11% | 0.00% | 103.59% | 19 | 24 Jun |
| 25 Jun | $78,237 | +0.60% | -0.08% | +2.06% | -0.28% | 95.78% | 19 | 24 Jun |
| 24 Jun | $77,767 | +0.93% | -0.68% | +1.60% | -0.88% | 87.80% | 17 | 23 Jun |
| 23 Jun | $77,049 | +0.12% | -1.60% | +0.64% | -1.79% | 67.92% | 13 | 22 Jun |
| 22 Jun | $76,954 | -0.14% | -1.72% | -0.93% | -1.91% | 48.35% | 9 | 18 Jun |
| 18 Jun | $77,060 | -1.78% | -1.58% | -1.10% | -1.78% | 28.26% | 5 | — |
* Deployment >100% = margin / unsettled cash. S&P benchmark is indicative (indexed to inception NAV $78,299).
Risk Metrics
Sharpe (ITD)0.00 FAIR
Sortino (ITD)1.39
Ann. Return (proj)+30.60%
Ann. Volatility0.00%
VaR 95% (1D)~-0.00%
Portfolio Beta0.96 MKT
Max DD (ITD)-1.91%
Recovery Progress-0.00%
Gross Exposure$81,898
Net Exposure103.59%
Execution Today
Active Positions19 BUILDING
Open Slots1 remaining
Buy Orders0
Sell Orders0
Failed Orders0 OK
Avg Pos Size5.45%
Largest Pos8.14%
Unreal. P&L avg+2.22%
Turnover0.00% LOW
Signal Pipeline latest run · signal date 24 Jun
Universe screened
36
100%
LLM alpha rank ≤ 60
36
100.0%
Market cap ≥ $10B
33
92%
Beta ≤ 1.30
28
85%
Daily vol ≤ 4%
28
100%
Earnings safe (5D)
27
96%
27 eligible candidates → 19 active positions · 1 slots open to fill
Sector Exposure portfolio weight by sector
Technology
63.55%
Healthcare
12.67%
Financials
7.96%
Total sectors7
Max concentration63.55%
Sector healthHEALTHY
Avg market cap$$14323.4M
Return Summary
Today +1.05%
ITD (8D) +0.97%
vs S&P 500 +3.11%
Best Day +1.05% (26 Jun)
Worst Day -1.78% (18 Jun)
Win Days 5 / 8
System Health
Pipeline (all stages) ALL OK
OHLC Data Freshness 27 Jun 2026 11:15 UTC
Signal Generation 24 Jun (T−1)
Order Execution 26 Jun 2026 · 0 errors
Monitor Snapshot 27 Jun 2026 11:15 UTC
Alpaca Connection PAPER · Active
Baseline Data Window 8D (building)
Risk Model Confidence FAIR (short window)
Features / Model v2 · current
DevOps Sync market-data-fabric