+2,672.5%
NVDL vs STT
+163.2%
+2,509.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.0% |
| 7D | +7.3% | +2.2% | +5.1% | +5.6% |
| 30D | -0.7% | +3.9% | -4.6% | -3.8% |
| 3M | +9.5% | +19.2% | -9.7% | -5.0% |
| 6M | +41.6% | +60.4% | -18.8% | -2.2% |
| YTD | +23.3% | +51.5% | -28.1% | -11.0% |
| 1Y | +40.3% | +76.3% | -36.0% | -9.8% |
| 3Y | +692.2% | +200.7% | +491.4% | +264.3% |
| All | +2,672.5% | +163.2% | +2,509.3% | +1,131.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling