+19.6%
STM vs NVT
+184.0%
-164.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.6% |
| 7D | +1.7% | +7.0% | -5.3% | -2.4% |
| 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% | +27.7% |
| YTD | +99.5% | +56.2% | +43.3% | +60.0% |
| 1Y | +100.8% | +74.5% | +26.2% | +50.3% |
| All | +19.6% | +184.0% | -164.5% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling