+160.5%
STM vs NVT
+712.1%
-551.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.7% |
| 7D | +1.7% | +7.0% | -5.3% | -2.5% |
| 30D | -5.2% | -2.3% | -2.8% | -4.0% |
| 3M | -29.6% | -3.1% | -26.5% | -28.1% |
| 6M | +54.4% | +47.0% | +7.3% | +23.6% |
| YTD | +99.5% | +56.2% | +43.3% | +54.0% |
| 1Y | +100.8% | +74.5% | +26.2% | +43.0% |
| 3Y | +20.2% | +184.0% | -163.9% | -40.5% |
| 5Y | +21.1% | +410.8% | -389.6% | -58.8% |
| All | +160.5% | +712.1% | -551.6% | -36.0% |
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