-9.1%
NVTS vs SCCO
+284.8%
-293.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.6% |
| 7D | -1.4% | -2.7% | +1.2% | +0.4% |
| 30D | -16.5% | -0.7% | -15.8% | -16.8% |
| 3M | -47.6% | +8.1% | -55.7% | -50.4% |
| 6M | +7.3% | +4.1% | +3.2% | +4.9% |
| YTD | +62.9% | +41.1% | +21.8% | +25.3% |
| 1Y | +91.3% | +95.6% | -4.3% | +17.8% |
| 3Y | +43.4% | +179.3% | -135.8% | -34.0% |
| All | -9.1% | +284.8% | -293.9% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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