-12.9%
NVTS vs SCHG
+81.2%
-94.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.0% |
| 7D | +0.5% | -2.7% | +3.2% | +6.2% |
| 30D | -18.0% | -2.2% | -15.8% | -14.4% |
| 3M | -45.6% | +6.2% | -51.8% | -51.2% |
| 6M | +28.5% | +13.4% | +15.1% | +4.3% |
| YTD | +56.2% | +7.1% | +49.1% | +44.3% |
| 1Y | +97.7% | +12.5% | +85.2% | +71.2% |
| 3Y | +35.0% | +86.2% | -51.2% | -50.6% |
| All | -12.9% | +81.2% | -94.1% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling