+43.4%
NVTS vs SIRI
-22.6%
+66.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.9% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -16.5% | +2.5% | -19.0% | -17.5% |
| 3M | -47.6% | +6.6% | -54.3% | -49.8% |
| 6M | +7.3% | +32.9% | -25.6% | -5.7% |
| YTD | +62.9% | +50.5% | +12.4% | +33.7% |
| 1Y | +91.3% | +28.0% | +63.3% | +67.4% |
| 3Y | +43.4% | -22.4% | +65.8% | +46.7% |
| All | +43.4% | -22.6% | +66.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling