-9.4%
NVTS vs SBAC
-38.9%
+29.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | -11.9% | +3.9% | -15.8% | -13.0% |
| 3M | -49.2% | -8.2% | -41.1% | -48.2% |
| 6M | +38.4% | -2.8% | +41.2% | +36.5% |
| YTD | +62.5% | -1.5% | +64.0% | +58.2% |
| 1Y | +101.4% | 0.0% | +101.4% | +95.4% |
| 3Y | +40.4% | -8.4% | +48.8% | +33.4% |
| All | -9.4% | -38.9% | +29.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling