-9.1%
NVTS vs SEI
+876.0%
-885.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +1.8% |
| 7D | -1.4% | +22.6% | -24.0% | -11.6% |
| 30D | -16.5% | +9.1% | -25.6% | -20.8% |
| 3M | -47.6% | -11.3% | -36.3% | -44.8% |
| 6M | +7.3% | +22.0% | -14.7% | -3.3% |
| YTD | +62.9% | +47.3% | +15.6% | +35.5% |
| 1Y | +91.3% | +124.8% | -33.5% | +34.7% |
| 3Y | +43.4% | +591.3% | -547.9% | -35.3% |
| All | -9.1% | +876.0% | -885.1% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling