-61.4%
NVD vs STT
+75.3%
-136.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.2% |
| 7D | -11.1% | +0.5% | -11.6% | -10.5% |
| 30D | -13.3% | +3.9% | -17.1% | -9.8% |
| 3M | -19.8% | +20.0% | -39.8% | -2.8% |
| 6M | -48.8% | +55.3% | -104.1% | -18.4% |
| YTD | -49.7% | +53.3% | -103.0% | -19.2% |
| 1Y | -61.4% | +74.7% | -136.1% | -31.8% |
| All | -61.4% | +75.3% | -136.7% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling