+70.8%
NVT vs STT
+78.9%
-8.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +3.9% |
| 7D | +4.1% | -0.4% | +4.5% | +4.3% |
| 30D | -5.1% | +1.7% | -6.9% | -6.1% |
| 3M | -1.2% | +17.9% | -19.1% | -10.4% |
| 6M | +46.6% | +55.3% | -8.7% | +13.3% |
| YTD | +60.0% | +52.7% | +7.3% | +22.8% |
| 1Y | +70.8% | +75.7% | -4.9% | +24.9% |
| All | +70.8% | +78.9% | -8.2% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling