+1,886.3%
STX vs NVT
+699.2%
+1,187.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +5.0% |
| 7D | +2.4% | +5.1% | -2.7% | -0.3% |
| 30D | +1.4% | -3.7% | +5.1% | +3.6% |
| 3M | -8.2% | -10.1% | +1.9% | -1.9% |
| 6M | +127.0% | +37.5% | +89.6% | +99.0% |
| YTD | +209.1% | +53.7% | +155.4% | +159.1% |
| 1Y | +365.4% | +70.9% | +294.6% | +272.8% |
| 3Y | +1,135.4% | +180.4% | +955.0% | +658.9% |
| 5Y | +991.5% | +393.5% | +598.0% | +416.5% |
| All | +1,886.3% | +699.2% | +1,187.0% | +704.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling