+156.7%
STT vs NVS
+92.5%
+64.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.0% | -15.4% | +16.3% | +6.1% |
| 30D | +2.8% | -12.3% | +15.1% | +6.5% |
| 3M | +18.1% | -7.8% | +25.9% | +19.8% |
| 6M | +59.2% | -13.0% | +72.2% | +64.7% |
| YTD | +51.5% | +2.8% | +48.7% | +46.4% |
| 1Y | +75.7% | +10.6% | +65.0% | +64.3% |
| 3Y | +200.8% | +55.1% | +145.7% | +134.0% |
| All | +156.7% | +92.5% | +64.3% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling