+1,917.7%
STT vs NVS
+1,269.4%
+648.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.2% |
| 7D | +0.5% | +4.0% | -3.5% | -1.9% |
| 30D | +3.9% | +3.6% | +0.3% | +1.4% |
| 3M | +20.0% | +7.8% | +12.1% | +14.1% |
| 6M | +55.3% | -0.2% | +55.5% | +53.7% |
| YTD | +53.3% | +19.6% | +33.8% | +36.9% |
| 1Y | +74.7% | +28.4% | +46.3% | +49.2% |
| 3Y | +205.8% | +76.2% | +129.6% | +113.4% |
| 5Y | +145.0% | +111.1% | +33.9% | +52.6% |
| 10Y | +266.0% | +224.3% | +41.8% | +77.8% |
| All | +1,917.7% | +1,269.4% | +648.4% | +415.2% |
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