-9.4%
NVTS vs SHAK
-16.1%
+6.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | +0.1% |
| 7D | +3.5% | -7.2% | +10.7% | +7.4% |
| 30D | -11.9% | -11.8% | -0.1% | -6.0% |
| 3M | -49.2% | +17.2% | -66.4% | -54.5% |
| 6M | +38.4% | -34.1% | +72.6% | +59.9% |
| YTD | +62.5% | -22.4% | +84.8% | +69.1% |
| 1Y | +101.4% | -35.9% | +137.3% | +136.3% |
| 3Y | +40.4% | -3.4% | +43.8% | +14.6% |
| All | -9.4% | -16.1% | +6.7% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling