-7.8%
NVTS vs STT
+132.8%
-140.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.2% |
| 30D | -4.5% | +3.9% | -8.3% | -8.3% |
| 3M | -61.5% | +20.0% | -81.5% | -68.0% |
| 6M | +28.0% | +55.3% | -27.3% | -16.2% |
| YTD | +65.3% | +53.3% | +11.9% | +10.1% |
| 1Y | +113.0% | +74.7% | +38.3% | +26.6% |
| 3Y | +34.7% | +205.8% | -171.1% | -51.2% |
| All | -7.8% | +132.8% | -140.6% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling