+2,490.2%
NVDL vs STT
+165.3%
+2,324.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | -10.3% | -0.4% | -9.9% | -10.0% |
| 30D | -7.1% | +1.7% | -8.8% | -8.5% |
| 3M | +6.6% | +17.9% | -11.3% | -6.8% |
| 6M | +21.1% | +55.3% | -34.2% | -14.3% |
| YTD | +15.2% | +52.7% | -37.4% | -17.4% |
| 1Y | +18.8% | +75.7% | -56.9% | -23.4% |
| 3Y | +649.9% | +197.9% | +452.0% | +246.3% |
| All | +2,490.2% | +165.3% | +2,324.8% | +1,043.5% |
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