+13.1%
NVTS vs S
+30.9%
-17.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.2% |
| 7D | +3.9% | +2.0% | +2.0% | +3.5% |
| 30D | -4.3% | -2.7% | -1.6% | -2.4% |
| 3M | -34.5% | -6.9% | -27.6% | -32.2% |
| 6M | -57.7% | +38.1% | -95.8% | -62.3% |
| YTD | +25.4% | +48.0% | -22.6% | +6.5% |
| 1Y | +13.1% | +34.5% | -21.3% | -3.2% |
| All | +13.1% | +30.9% | -17.7% | -3.2% |
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