-98.7%
NVD vs STT
+184.0%
-282.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -4.4% |
| 7D | +27.3% | +0.4% | +26.9% | +28.5% |
| 30D | +59.9% | -0.4% | +60.4% | +60.8% |
| 3M | +39.4% | -6.5% | +45.9% | +32.9% |
| 6M | +27.6% | +17.2% | +10.4% | +51.9% |
| YTD | -17.9% | +38.2% | -56.1% | +16.5% |
| 1Y | -14.5% | +49.3% | -63.7% | +30.3% |
| 3Y | -98.6% | +181.9% | -280.5% | -96.4% |
| All | -98.7% | +184.0% | -282.7% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling