+1,916.8%
STX vs NVT
+694.8%
+1,221.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -1.5% |
| 7D | +8.0% | +2.0% | +6.0% | +7.0% |
| 30D | +5.1% | -7.2% | +12.3% | +9.6% |
| 3M | +5.8% | -0.9% | +6.7% | +7.7% |
| 6M | +124.9% | +42.6% | +82.4% | +93.9% |
| YTD | +213.9% | +52.9% | +161.0% | +164.1% |
| 1Y | +350.4% | +64.5% | +285.9% | +267.4% |
| 3Y | +1,314.2% | +178.0% | +1,136.2% | +774.2% |
| 5Y | +1,092.8% | +402.8% | +690.0% | +460.8% |
| All | +1,916.8% | +694.8% | +1,221.9% | +720.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling