+1.7%
STM vs NVTS
-38.4%
+40.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.5% | -5.1% | +2.9% |
| 7D | -10.7% | +1.5% | -12.3% | -11.1% |
| 30D | -25.7% | -23.8% | -1.9% | -22.7% |
| 3M | -21.6% | -30.6% | +9.0% | -17.3% |
| 6M | -27.8% | -48.4% | +20.6% | -21.4% |
| YTD | +61.8% | +20.6% | +41.2% | +53.1% |
| 1Y | +78.1% | -2.5% | +80.6% | +71.9% |
| 3Y | +4.9% | +44.0% | -39.1% | -15.7% |
| 5Y | -14.3% | -42.6% | +28.4% | -27.8% |
| All | +1.7% | -38.4% | +40.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling