-9.1%
NVTS vs SIRI
-41.4%
+32.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -16.5% | +2.5% | -19.0% | -17.3% |
| 3M | -47.6% | +6.6% | -54.3% | -49.2% |
| 6M | +7.3% | +32.9% | -25.6% | -2.7% |
| YTD | +62.9% | +50.5% | +12.4% | +40.3% |
| 1Y | +91.3% | +28.0% | +63.3% | +72.9% |
| 3Y | +43.4% | -22.4% | +65.8% | +43.8% |
| All | -9.1% | -41.4% | +32.2% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling