-30.1%
NVTS vs STT
+109.0%
-139.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.2% | -6.2% |
| 7D | +3.9% | +4.8% | -0.8% | -0.7% |
| 30D | -4.3% | +3.9% | -8.3% | -6.7% |
| 3M | -34.5% | -8.2% | -26.3% | -27.3% |
| 6M | -57.7% | +15.6% | -73.3% | -62.7% |
| YTD | +25.4% | +37.6% | -12.3% | -5.0% |
| 1Y | +13.1% | +50.1% | -37.0% | -21.0% |
| 3Y | +48.9% | +183.1% | -134.1% | -40.2% |
| 5Y | -51.8% | +104.8% | -156.6% | -76.1% |
| All | -30.1% | +109.0% | -139.1% | -65.3% |
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