+1,136.5%
STX vs NVT
+488.5%
+648.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | +14.6% | +8.0% | +6.6% | +10.3% |
| 30D | -26.0% | -24.8% | -1.2% | -13.7% |
| 3M | -42.6% | -32.4% | -10.2% | -29.7% |
| 6M | -35.3% | -33.5% | -1.8% | -19.2% |
| YTD | +92.5% | +13.2% | +79.3% | +88.7% |
| 1Y | +102.4% | +9.0% | +93.4% | +102.1% |
| 3Y | +673.8% | +129.4% | +544.4% | +433.7% |
| 5Y | +463.1% | +230.1% | +233.0% | +224.3% |
| All | +1,136.5% | +488.5% | +648.1% | +485.9% |
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