-9.1%
NVTS vs SITM
+182.5%
-191.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +1.4% |
| 7D | -1.4% | +3.9% | -5.3% | -3.5% |
| 30D | -16.5% | -6.6% | -9.9% | -13.5% |
| 3M | -47.6% | -11.9% | -35.8% | -44.6% |
| 6M | +7.3% | +81.1% | -73.8% | -22.1% |
| YTD | +62.9% | +80.0% | -17.1% | +14.6% |
| 1Y | +91.3% | +145.8% | -54.6% | +9.0% |
| 3Y | +43.4% | +475.9% | -432.5% | -53.7% |
| All | -9.1% | +182.5% | -191.6% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling