+501.5%
NVT vs STT
+118.6%
+383.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +8.0% | +4.8% | +3.2% | +4.9% |
| 30D | -24.8% | +3.9% | -28.7% | -26.3% |
| 3M | -32.4% | -8.2% | -24.3% | -28.2% |
| 6M | -33.5% | +15.6% | -49.1% | -39.0% |
| YTD | +13.2% | +37.6% | -24.4% | -7.6% |
| 1Y | +9.0% | +50.1% | -41.2% | -15.9% |
| 3Y | +129.4% | +183.1% | -53.7% | +17.1% |
| 5Y | +230.1% | +104.8% | +125.2% | +96.6% |
| All | +501.5% | +118.6% | +383.0% | +168.9% |
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