+195.6%
STT vs NVS
+54.6%
+141.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.0% | -15.4% | +16.3% | +3.6% |
| 30D | +2.8% | -12.3% | +15.1% | +4.8% |
| 3M | +18.1% | -7.8% | +25.9% | +18.9% |
| 6M | +59.2% | -13.0% | +72.2% | +62.1% |
| YTD | +51.5% | +2.8% | +48.7% | +48.6% |
| 1Y | +75.7% | +10.6% | +65.0% | +69.3% |
| All | +195.6% | +54.6% | +141.0% | +159.3% |
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