+183.1%
STT vs NVS
+90.8%
+92.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | -1.3% | +6.0% | +5.0% |
| 30D | +3.9% | +9.3% | -5.3% | +2.6% |
| 3M | -8.2% | +5.8% | -13.9% | -9.1% |
| 6M | +15.6% | +7.2% | +8.4% | +13.7% |
| YTD | +37.6% | +20.0% | +17.7% | +32.1% |
| 1Y | +50.1% | +25.4% | +24.7% | +42.8% |
| 3Y | +183.1% | +89.2% | +93.8% | +145.6% |
| All | +183.1% | +90.8% | +92.2% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling