-7.8%
NVTS vs SBAC
-38.0%
+30.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.6% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -4.5% | +6.9% | -11.4% | -6.4% |
| 3M | -61.5% | -8.2% | -53.3% | -60.7% |
| 6M | +28.0% | -1.6% | +29.6% | +25.8% |
| YTD | +65.3% | -0.1% | +65.4% | +60.2% |
| 1Y | +113.0% | -0.5% | +113.5% | +107.4% |
| 3Y | +34.7% | -9.1% | +43.8% | +29.2% |
| All | -7.8% | -38.0% | +30.2% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling