+1,166.7%
STX vs NVTS
-17.0%
+1,183.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.6% |
| 7D | +9.6% | +3.5% | +6.1% | +9.1% |
| 30D | +10.6% | -11.9% | +22.5% | +12.5% |
| 3M | +4.8% | -49.2% | +54.0% | +13.3% |
| 6M | +137.3% | +38.4% | +98.8% | +125.1% |
| YTD | +222.5% | +62.5% | +160.0% | +199.7% |
| 1Y | +366.2% | +101.4% | +264.8% | +316.7% |
| 3Y | +1,352.9% | +40.4% | +1,312.5% | +1,151.4% |
| All | +1,166.7% | -17.0% | +1,183.7% | +943.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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