-30.1%
NVTS vs SBAC
-37.6%
+7.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.8% |
| 7D | +3.9% | +0.6% | +3.3% | +3.8% |
| 30D | -4.3% | +5.5% | -9.8% | -5.9% |
| 3M | -34.5% | +3.1% | -37.6% | -35.3% |
| 6M | -57.7% | -7.0% | -50.7% | -57.3% |
| YTD | +25.4% | +0.5% | +24.9% | +21.1% |
| 1Y | +13.1% | +0.2% | +12.9% | +9.5% |
| 3Y | +48.9% | -7.4% | +56.3% | +41.1% |
| 5Y | -51.8% | -39.7% | -12.1% | -35.3% |
| All | -30.1% | -37.6% | +7.5% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling