-12.9%
NVTS vs SITM
+167.7%
-180.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -5.0% |
| 7D | +0.5% | +4.8% | -4.4% | -2.1% |
| 30D | -18.0% | -9.7% | -8.3% | -13.5% |
| 3M | -45.6% | -9.3% | -36.3% | -43.2% |
| 6M | +28.5% | +69.5% | -41.1% | -3.6% |
| YTD | +56.2% | +70.5% | -14.4% | +13.1% |
| 1Y | +97.7% | +145.3% | -47.6% | +12.8% |
| 3Y | +35.0% | +432.8% | -397.8% | -54.6% |
| All | -12.9% | +167.7% | -180.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling