-21.3%
NVTS vs SBAC
-37.8%
+16.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.6% |
| 7D | +7.9% | -2.8% | +10.7% | +8.8% |
| 30D | +0.8% | +3.1% | -2.3% | -0.2% |
| 3M | -26.0% | +5.1% | -31.1% | -27.3% |
| 6M | -55.5% | -11.4% | -44.1% | -54.3% |
| YTD | +41.0% | +0.2% | +40.8% | +36.3% |
| 1Y | +10.4% | -3.9% | +14.3% | +8.9% |
| 3Y | +60.9% | -7.7% | +68.5% | +52.6% |
| 5Y | -42.8% | -39.7% | -3.0% | -23.1% |
| All | -21.3% | -37.8% | +16.5% | +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 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