+22.5%
STM vs NVT
+425.5%
-403.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -3.1% |
| 7D | +5.2% | +10.4% | -5.2% | -1.2% |
| 30D | -7.4% | -1.3% | -6.1% | -6.8% |
| 3M | -30.6% | -0.6% | -30.0% | -30.2% |
| 6M | +66.4% | +53.8% | +12.6% | +29.6% |
| YTD | +101.1% | +60.2% | +41.0% | +52.6% |
| 1Y | +97.4% | +76.8% | +20.6% | +38.9% |
| 3Y | +21.1% | +191.2% | -170.1% | -44.5% |
| 5Y | +22.5% | +430.9% | -408.5% | -66.4% |
| All | +22.5% | +425.5% | -403.0% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling