-9.1%
NVTS vs SAN
+354.1%
-363.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +2.6% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -16.5% | +0.9% | -17.5% | -17.1% |
| 3M | -47.6% | +19.1% | -66.7% | -53.6% |
| 6M | +7.3% | +33.2% | -25.9% | -12.5% |
| YTD | +62.9% | +29.1% | +33.8% | +35.7% |
| 1Y | +91.3% | +50.2% | +41.0% | +42.4% |
| 3Y | +43.4% | +351.0% | -307.6% | -54.2% |
| All | -9.1% | +354.1% | -363.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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