-6.3%
NVTS vs SCCO
+314.8%
-321.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | -2.1% |
| 7D | +9.7% | +3.4% | +6.2% | +6.7% |
| 30D | -13.6% | +6.6% | -20.2% | -18.5% |
| 3M | -51.0% | +24.5% | -75.5% | -58.3% |
| 6M | +46.3% | +16.5% | +29.8% | +31.1% |
| YTD | +68.1% | +52.1% | +15.9% | +22.2% |
| 1Y | +113.9% | +114.2% | -0.3% | +22.9% |
| 3Y | +45.3% | +207.4% | -162.1% | -37.8% |
| All | -6.3% | +314.8% | -321.0% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling