-6.3%
NVTS vs SITM
+166.2%
-172.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.8% |
| 7D | +9.7% | +8.4% | +1.3% | +5.1% |
| 30D | -13.6% | -17.4% | +3.8% | -4.5% |
| 3M | -51.0% | -9.8% | -41.1% | -48.6% |
| 6M | +46.3% | +83.0% | -36.6% | +5.5% |
| YTD | +68.1% | +69.6% | -1.5% | +22.1% |
| 1Y | +113.9% | +144.9% | -31.0% | +22.2% |
| 3Y | +45.3% | +429.9% | -384.6% | -51.0% |
| All | -6.3% | +166.2% | -172.4% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling