+21.1%
STM vs NVTS
+45.8%
-24.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +5.2% | +9.7% | -4.5% | +4.0% |
| 30D | -7.4% | -13.6% | +6.2% | -5.8% |
| 3M | -30.6% | -51.0% | +20.3% | -25.2% |
| 6M | +66.4% | +46.3% | +20.0% | +59.0% |
| YTD | +101.1% | +68.1% | +33.1% | +88.6% |
| 1Y | +97.4% | +113.9% | -16.5% | +78.4% |
| 3Y | +21.1% | +45.3% | -24.1% | +24.7% |
| All | +21.1% | +45.8% | -24.7% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling