-9.4%
NVTS vs STT
+130.0%
-139.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.5% | +1.0% | +2.5% | +2.4% |
| 30D | -11.9% | +2.8% | -14.7% | -14.5% |
| 3M | -49.2% | +18.1% | -67.4% | -57.1% |
| 6M | +38.4% | +59.2% | -20.8% | -11.7% |
| YTD | +62.5% | +51.5% | +11.0% | +9.5% |
| 1Y | +101.4% | +75.7% | +25.7% | +19.3% |
| 3Y | +40.4% | +200.8% | -160.3% | -48.3% |
| All | -9.4% | +130.0% | -139.4% | -60.0% |
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