-10.8%
NVTS vs SM
+70.4%
-81.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -15.3% | +24.3% | +7.9% |
| 7D | -0.3% | -21.5% | +21.2% | -1.5% |
| 30D | -24.4% | -11.4% | -13.0% | -25.1% |
| 3M | -26.5% | +0.6% | -27.1% | -27.4% |
| 6M | -41.4% | +0.2% | -41.6% | -41.8% |
| YTD | +30.7% | +69.7% | -39.0% | +20.4% |
| 1Y | -10.8% | +71.6% | -82.4% | -18.5% |
| All | -10.8% | +70.4% | -81.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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