-39.0%
NVTS vs STT
+108.8%
-147.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.2% | +8.1% | +7.8% |
| 7D | +20.8% | +0.9% | +19.9% | +20.9% |
| 30D | -11.1% | -2.3% | -8.8% | -7.4% |
| 3M | -31.0% | -7.0% | -24.0% | -24.4% |
| 6M | -47.4% | +15.5% | -62.8% | -53.6% |
| YTD | +34.2% | +35.6% | -1.4% | +2.9% |
| 1Y | +22.2% | +47.9% | -25.7% | -13.5% |
| 3Y | +68.4% | +181.1% | -112.7% | -32.5% |
| 5Y | -39.0% | +108.2% | -147.2% | -70.9% |
| All | -39.0% | +108.8% | -147.8% | -70.9% |
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