-7.8%
NVTS vs SAN
+353.2%
-361.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.9% |
| 7D | +2.7% | +1.8% | +0.9% | +1.3% |
| 30D | -4.5% | +2.0% | -6.4% | -5.8% |
| 3M | -61.5% | +19.7% | -81.3% | -65.8% |
| 6M | +28.0% | +30.6% | -2.6% | +5.7% |
| YTD | +65.3% | +28.8% | +36.4% | +37.8% |
| 1Y | +113.0% | +57.8% | +55.2% | +53.1% |
| 3Y | +34.7% | +338.1% | -303.4% | -56.0% |
| All | -7.8% | +353.2% | -361.0% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling