-6.3%
NVTS vs STT
+130.0%
-136.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.9% |
| 7D | +9.7% | +2.2% | +7.5% | +7.2% |
| 30D | -13.6% | +3.9% | -17.5% | -17.1% |
| 3M | -51.0% | +19.2% | -70.2% | -59.0% |
| 6M | +46.3% | +60.4% | -14.0% | -7.3% |
| YTD | +68.1% | +51.5% | +16.6% | +13.3% |
| 1Y | +113.9% | +76.3% | +37.6% | +26.3% |
| 3Y | +45.3% | +200.7% | -155.5% | -46.5% |
| All | -6.3% | +130.0% | -136.2% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling