-99.2%
NVD vs STT
+211.2%
-310.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +2.8% |
| 7D | -7.7% | +2.2% | -9.8% | -5.7% |
| 30D | -5.8% | +3.9% | -9.7% | -2.3% |
| 3M | -23.2% | +19.2% | -42.4% | -8.9% |
| 6M | -49.7% | +60.4% | -110.1% | -20.6% |
| YTD | -47.7% | +51.5% | -99.2% | -20.2% |
| 1Y | -61.3% | +76.3% | -137.6% | -31.9% |
| 3Y | -99.2% | +200.7% | -299.9% | -97.9% |
| All | -99.2% | +211.2% | -310.4% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling