+13.2%
STM vs NVTS
-31.6%
+44.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.5% | +1.2% |
| 7D | +16.3% | +21.6% | -5.3% | +12.7% |
| 30D | -6.3% | -8.5% | +2.2% | -5.2% |
| 3M | -14.1% | -31.4% | +17.3% | -9.4% |
| 6M | -19.6% | -50.3% | +30.8% | -11.8% |
| YTD | +80.1% | +33.9% | +46.2% | +67.7% |
| 1Y | +95.4% | +10.6% | +84.7% | +85.7% |
| 3Y | +14.7% | +52.7% | -38.0% | -8.1% |
| 5Y | -5.4% | -48.5% | +43.1% | -22.5% |
| All | +13.2% | -31.6% | +44.8% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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