-10.8%
NVTS vs SITM
+47.5%
-58.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -9.4% | +18.3% | +13.8% |
| 7D | -0.3% | -19.5% | +19.2% | +11.0% |
| 30D | -24.4% | -43.2% | +18.8% | +0.8% |
| 3M | -26.5% | -30.8% | +4.4% | -12.3% |
| 6M | -41.4% | -28.6% | -12.8% | -25.7% |
| YTD | +30.7% | +14.2% | +16.5% | +46.8% |
| 1Y | -10.8% | +44.4% | -55.2% | +0.1% |
| All | -10.8% | +47.5% | -58.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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