+113.0%
NVTS vs STT
+75.3%
+37.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.0% |
| 7D | +2.7% | +0.5% | +2.2% | +1.8% |
| 30D | -4.5% | +3.9% | -8.3% | -10.9% |
| 3M | -61.5% | +20.0% | -81.5% | -72.2% |
| 6M | +28.0% | +55.3% | -27.3% | -41.5% |
| YTD | +65.3% | +53.3% | +11.9% | -25.2% |
| 1Y | +113.0% | +74.7% | +38.3% | -30.9% |
| All | +113.0% | +75.3% | +37.7% | -30.9% |
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