-10.8%
NVTS vs SBAC
+2.4%
-13.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.8% | +3.2% | +9.9% |
| 7D | -0.3% | +5.8% | -6.1% | +0.6% |
| 30D | -24.4% | +20.8% | -45.2% | -22.0% |
| 3M | -26.5% | +4.8% | -31.2% | -25.6% |
| 6M | -41.4% | -9.1% | -32.3% | -40.4% |
| YTD | +30.7% | +3.1% | +27.6% | +32.6% |
| 1Y | -10.8% | +2.2% | -13.0% | -8.5% |
| All | -10.8% | +2.4% | -13.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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