-30.1%
NVTS vs SM
+23.5%
-53.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | +3.9% | +9.4% | -5.4% | +1.3% |
| 30D | -4.3% | -14.4% | +10.0% | -1.4% |
| 3M | -34.5% | +1.6% | -36.0% | -36.3% |
| 6M | -57.7% | +6.3% | -64.1% | -60.3% |
| YTD | +25.4% | +78.8% | -53.4% | -3.4% |
| 1Y | +13.1% | +83.1% | -70.0% | -13.8% |
| 3Y | +48.9% | -5.9% | +54.8% | +34.6% |
| 5Y | -51.8% | +4.8% | -56.6% | -59.0% |
| All | -30.1% | +23.5% | -53.6% | -40.6% |
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