-98.5%
NVD vs STT
+182.8%
-281.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +3.8% |
| 7D | +28.6% | +4.8% | +23.9% | +34.1% |
| 30D | +73.6% | +3.9% | +69.7% | +81.2% |
| 3M | +70.1% | -8.2% | +78.2% | +59.4% |
| 6M | +53.6% | +15.6% | +38.0% | +80.6% |
| YTD | -7.0% | +37.6% | -44.6% | +31.5% |
| 1Y | -9.0% | +50.1% | -59.1% | +39.2% |
| 3Y | -98.3% | +183.1% | -281.4% | -95.9% |
| All | -98.5% | +182.8% | -281.4% | -96.3% |
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