+1,711.1%
STT vs NVS
+1,273.7%
+437.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | -1.3% | +6.0% | +5.5% |
| 30D | +3.9% | +9.3% | -5.3% | -1.0% |
| 3M | -8.2% | +5.8% | -13.9% | -12.2% |
| 6M | +15.6% | +7.2% | +8.4% | +9.0% |
| YTD | +37.6% | +20.0% | +17.7% | +21.3% |
| 1Y | +50.1% | +25.4% | +24.7% | +28.9% |
| 3Y | +183.1% | +89.2% | +93.8% | +87.8% |
| 5Y | +104.8% | +134.6% | -29.8% | +18.7% |
| 10Y | +201.9% | +251.4% | -49.5% | +38.8% |
| All | +1,711.1% | +1,273.7% | +437.4% | +356.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling