-10.8%
NVTS vs SHAK
-21.2%
+10.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +8.6% |
| 7D | -0.3% | +8.3% | -8.7% | -1.3% |
| 30D | -24.4% | +16.7% | -41.1% | -25.8% |
| 3M | -26.5% | +10.0% | -36.4% | -27.2% |
| 6M | -41.4% | -23.8% | -17.6% | -35.2% |
| YTD | +30.7% | -10.3% | +41.0% | +25.0% |
| 1Y | -10.8% | -22.9% | +12.1% | +3.9% |
| All | -10.8% | -21.2% | +10.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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