-99.1%
NVD vs STT
+210.3%
-309.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.2% |
| 7D | +9.0% | -1.4% | +10.4% | +7.7% |
| 30D | -5.5% | +2.2% | -7.6% | -3.3% |
| 3M | -24.6% | +18.8% | -43.4% | -10.9% |
| 6M | -42.1% | +57.9% | -100.0% | -9.8% |
| YTD | -44.3% | +51.0% | -95.3% | -15.3% |
| 1Y | -54.2% | +77.1% | -131.3% | -18.8% |
| 3Y | -99.1% | +199.8% | -299.0% | -97.8% |
| All | -99.1% | +210.3% | -309.4% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling