-10.8%
NVTS vs SCHG
+5.5%
-16.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +4.8% |
| 7D | -0.3% | -2.5% | +2.2% | +9.2% |
| 30D | -24.4% | -5.4% | -18.9% | -7.2% |
| 3M | -26.5% | -2.2% | -24.3% | -19.5% |
| 6M | -41.4% | +5.2% | -46.6% | -48.3% |
| YTD | +30.7% | +6.8% | +23.9% | +15.8% |
| 1Y | -10.8% | +5.9% | -16.7% | -15.9% |
| All | -10.8% | +5.5% | -16.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling