-9.1%
NVTS vs SHAK
-15.2%
+6.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.2% | +1.1% | +2.7% |
| 7D | -1.4% | -8.3% | +6.8% | +3.0% |
| 30D | -16.5% | -12.6% | -3.9% | -10.4% |
| 3M | -47.6% | +9.1% | -56.8% | -51.1% |
| 6M | +7.3% | -31.2% | +38.5% | +21.4% |
| YTD | +62.9% | -21.6% | +84.5% | +68.7% |
| 1Y | +91.3% | -38.8% | +130.1% | +130.9% |
| 3Y | +43.4% | +0.6% | +42.8% | +14.1% |
| All | -9.1% | -15.2% | +6.1% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling