NAV Curve vs Benchmark
NorthStar
S&P 500 (indexed)
ITD · USD · paper account
Today P&L
+0.60%
+$470 · prev $77,767
Active Alpha (ITD)
+2.20%
portfolio vs S&P 500
Max Drawdown
-1.91%
22 Jun · 14.64% 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 |
|---|---|---|---|---|---|---|---|---|
| 25 Jun ★ | $78,237 | +0.60% | -0.08% | +2.20% | -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 | 17 Jun |
| 17 Jun | $78,457 | +0.20% | +0.20% | +1.45% | 0.00% | 120.43% | 8 | — |
* 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)-0.43
Ann. Return (proj)-2.87%
Ann. Volatility0.00%
VaR 95% (1D)~-0.00%
Portfolio Beta0.91 MKT
Max DD (ITD)-1.91%
Recovery Progress14.64%
Gross Exposure$74,936
Net Exposure95.78%
Execution Today
Active Positions19 BUILDING
Open Slots1 remaining
Buy Orders0
Sell Orders0
Failed Orders0 OK
Avg Pos Size5.04%
Largest Pos8.14%
Unreal. P&L avg+1.07%
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
63.29%
Healthcare
9.00%
Financials
5.21%
Total sectors7
Max concentration63.29%
Sector healthHEALTHY
Avg market cap$$14323.4M
Return Summary
Today +0.60%
ITD (7D) -0.08%
vs S&P 500 +2.20%
Best Day +0.93% (24 Jun)
Worst Day -1.78% (18 Jun)
Win Days 4 / 7
System Health
Pipeline (all stages) ALL OK
OHLC Data Freshness 26 Jun 2026 00:34 UTC
Signal Generation 24 Jun (T−1)
Order Execution 25 Jun 2026 · 0 errors
Monitor Snapshot 26 Jun 2026 00:34 UTC
Alpaca Connection PAPER · Active
Baseline Data Window 7D (building)
Risk Model Confidence FAIR (short window)
Features / Model v2 · current
DevOps Sync market-data-fabric