+101.4%
NVTS vs STT
+76.7%
+24.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.5% | +1.0% | +2.5% | +1.6% |
| 30D | -11.9% | +2.8% | -14.7% | -16.3% |
| 3M | -49.2% | +18.1% | -67.4% | -62.5% |
| 6M | +38.4% | +59.2% | -20.8% | -39.9% |
| YTD | +62.5% | +51.5% | +11.0% | -25.4% |
| 1Y | +101.4% | +75.7% | +25.7% | -37.2% |
| All | +101.4% | +76.7% | +24.7% | -37.2% |
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