-21.3%
NVTS vs STT
+109.9%
-131.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.9% | +5.8% |
| 7D | +7.9% | +0.4% | +7.5% | +8.5% |
| 30D | +0.8% | -0.4% | +1.2% | +3.0% |
| 3M | -26.0% | -6.5% | -19.5% | -19.3% |
| 6M | -55.5% | +17.2% | -72.7% | -61.3% |
| YTD | +41.0% | +38.2% | +2.8% | +6.4% |
| 1Y | +10.4% | +49.3% | -38.9% | -22.5% |
| 3Y | +60.9% | +181.9% | -121.1% | -35.2% |
| 5Y | -42.8% | +106.9% | -149.7% | -71.9% |
| All | -21.3% | +109.9% | -131.2% | -61.1% |
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