+2,494.8%
NVDL vs STT
+162.4%
+2,332.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.5% |
| 7D | -8.7% | -1.4% | -7.3% | -7.6% |
| 30D | -1.3% | +2.2% | -3.5% | -3.1% |
| 3M | +11.4% | +18.8% | -7.5% | -3.1% |
| 6M | +22.9% | +57.9% | -35.0% | -14.1% |
| YTD | +15.4% | +51.0% | -35.6% | -16.5% |
| 1Y | +18.8% | +77.1% | -58.4% | -23.9% |
| 3Y | +641.4% | +199.8% | +441.5% | +241.8% |
| All | +2,494.8% | +162.4% | +2,332.3% | +1,055.8% |
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 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