+134.2%
STM vs NVT
+498.9%
-364.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.3% | +1.2% |
| 7D | +1.4% | +3.5% | -2.0% | -0.5% |
| 30D | -8.4% | -28.2% | +19.8% | +11.2% |
| 3M | -15.8% | -30.1% | +14.2% | +3.5% |
| 6M | -22.8% | -32.5% | +9.6% | -2.4% |
| YTD | +79.4% | +15.2% | +64.2% | +65.1% |
| 1Y | +97.0% | +7.2% | +89.8% | +87.9% |
| 3Y | +14.2% | +134.2% | -120.0% | -36.8% |
| 5Y | -4.5% | +238.3% | -242.8% | -58.6% |
| All | +134.2% | +498.9% | -364.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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