-10.8%
NVTS vs S
+36.5%
-47.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +8.5% |
| 7D | -0.3% | -8.2% | +7.9% | +2.4% |
| 30D | -24.4% | -7.6% | -16.8% | -22.7% |
| 3M | -26.5% | +12.0% | -38.4% | -29.4% |
| 6M | -41.4% | +50.6% | -92.0% | -50.2% |
| YTD | +30.7% | +56.6% | -25.9% | +6.8% |
| 1Y | -10.8% | +39.2% | -50.0% | -25.5% |
| All | -10.8% | +36.5% | -47.3% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling