-12.9%
NVTS vs SBAC
-40.6%
+27.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.0% | -3.1% |
| 7D | +0.5% | -5.3% | +5.7% | +2.0% |
| 30D | -18.0% | +0.4% | -18.4% | -18.2% |
| 3M | -45.6% | -11.9% | -33.7% | -43.8% |
| 6M | +28.5% | -4.5% | +32.9% | +27.2% |
| YTD | +56.2% | -4.3% | +60.5% | +53.3% |
| 1Y | +97.7% | -3.9% | +101.6% | +94.4% |
| 3Y | +35.0% | -11.0% | +46.0% | +29.4% |
| All | -12.9% | -40.6% | +27.7% | +19.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling