+260.3%
STT vs NVS
+180.2%
+80.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.4% | -15.7% | +14.3% | +6.6% |
| 30D | +2.2% | -11.1% | +13.3% | +7.1% |
| 3M | +18.8% | -7.2% | +26.0% | +21.1% |
| 6M | +57.9% | -12.3% | +70.3% | +65.6% |
| YTD | +51.0% | +2.8% | +48.2% | +44.5% |
| 1Y | +77.1% | +11.9% | +65.2% | +60.7% |
| 3Y | +199.8% | +55.1% | +144.8% | +117.0% |
| 5Y | +156.0% | +94.1% | +61.9% | +55.6% |
| All | +260.3% | +180.2% | +80.1% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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