+712.5%
NVT vs STT
+139.8%
+572.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +2.0% | -1.4% | +3.4% | +2.9% |
| 30D | -7.2% | +2.2% | -9.4% | -8.4% |
| 3M | -0.9% | +18.8% | -19.7% | -11.3% |
| 6M | +42.6% | +57.9% | -15.3% | +6.4% |
| YTD | +52.9% | +51.0% | +1.9% | +16.8% |
| 1Y | +64.5% | +77.1% | -12.7% | +13.2% |
| 3Y | +178.0% | +199.8% | -21.9% | +35.6% |
| 5Y | +402.8% | +156.0% | +246.8% | +155.7% |
| All | +712.5% | +139.8% | +572.7% | +240.1% |
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