+1,077.4%
STX vs NVT
+420.2%
+657.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -0.5% |
| 7D | +9.6% | +7.0% | +2.6% | +5.1% |
| 30D | +10.6% | -2.3% | +12.9% | +12.6% |
| 3M | +4.8% | -3.1% | +7.9% | +8.1% |
| 6M | +137.3% | +47.0% | +90.2% | +96.0% |
| YTD | +222.5% | +56.2% | +166.3% | +160.4% |
| 1Y | +366.2% | +74.5% | +291.7% | +257.3% |
| 3Y | +1,352.9% | +184.0% | +1,168.9% | +713.3% |
| 5Y | +1,077.4% | +410.8% | +666.7% | +352.9% |
| All | +1,077.4% | +420.2% | +657.3% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling