+717.0%
NVT vs STT
+143.5%
+573.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.8% |
| 30D | -3.7% | +3.9% | -7.6% | -6.0% |
| 3M | -10.1% | +20.0% | -30.1% | -20.0% |
| 6M | +37.5% | +55.3% | -17.9% | +3.7% |
| YTD | +53.7% | +53.3% | +0.4% | +16.4% |
| 1Y | +70.9% | +74.7% | -3.8% | +18.7% |
| 3Y | +180.4% | +205.8% | -25.4% | +35.1% |
| 5Y | +393.5% | +145.0% | +248.5% | +158.9% |
| All | +717.0% | +143.5% | +573.5% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling