-12.9%
NVTS vs SM
+44.1%
-57.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.0% |
| 7D | +0.5% | +2.1% | -1.7% | -0.3% |
| 30D | -18.0% | +18.1% | -36.1% | -22.2% |
| 3M | -45.6% | +17.0% | -62.6% | -49.1% |
| 6M | +28.5% | +55.4% | -27.0% | +8.1% |
| YTD | +56.2% | +108.6% | -52.4% | +17.5% |
| 1Y | +97.7% | +45.7% | +52.0% | +65.9% |
| 3Y | +35.0% | -0.3% | +35.3% | +22.5% |
| All | -12.9% | +44.1% | -57.0% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling