+750.3%
NVT vs STT
+142.4%
+607.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.9% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | -5.1% | +1.7% | -6.9% | -6.1% |
| 3M | -1.2% | +17.9% | -19.1% | -11.1% |
| 6M | +46.6% | +55.3% | -8.7% | +10.5% |
| YTD | +60.0% | +52.7% | +7.3% | +21.4% |
| 1Y | +70.8% | +75.7% | -4.9% | +18.3% |
| 3Y | +187.5% | +197.9% | -10.4% | +40.8% |
| 5Y | +426.1% | +158.8% | +267.4% | +165.8% |
| All | +750.3% | +142.4% | +607.8% | +253.5% |
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 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