-9.1%
NVTS vs SCHG
+82.8%
-91.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +2.6% |
| 7D | -1.4% | -1.0% | -0.4% | +0.7% |
| 30D | -16.5% | -1.3% | -15.2% | -14.5% |
| 3M | -47.6% | +5.4% | -53.1% | -52.4% |
| 6M | +7.3% | +14.4% | -7.1% | -14.4% |
| YTD | +62.9% | +8.0% | +54.9% | +48.0% |
| 1Y | +91.3% | +12.7% | +78.6% | +64.9% |
| 3Y | +43.4% | +85.6% | -42.2% | -47.3% |
| All | -9.1% | +82.8% | -91.9% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling