-59.5%
NVD vs STT
+76.7%
-136.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +0.5% | +1.0% | -0.4% | +1.6% |
| 30D | -9.3% | +2.8% | -12.1% | -6.6% |
| 3M | -22.1% | +18.1% | -40.2% | -7.0% |
| 6M | -45.8% | +59.2% | -105.0% | -12.3% |
| YTD | -46.7% | +51.5% | -98.2% | -15.6% |
| 1Y | -59.5% | +75.7% | -135.1% | -30.7% |
| All | -59.5% | +76.7% | -136.2% | -30.7% |
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