+656.0%
STX vs NVTS
-36.0%
+691.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -2.2% |
| 7D | +14.6% | +3.9% | +10.7% | +14.1% |
| 30D | -26.0% | -4.3% | -21.6% | -25.4% |
| 3M | -42.6% | -34.5% | -8.1% | -39.4% |
| 6M | -35.3% | -57.7% | +22.5% | -28.8% |
| YTD | +92.5% | +25.4% | +67.1% | +84.9% |
| 1Y | +102.4% | +13.1% | +89.2% | +96.1% |
| 3Y | +673.8% | +48.9% | +624.9% | +551.9% |
| 5Y | +463.1% | -51.8% | +514.8% | +394.3% |
| All | +656.0% | -36.0% | +691.9% | +543.5% |
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