+97.7%
NVTS vs SM
+51.5%
+46.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -3.9% |
| 7D | +0.5% | +2.1% | -1.7% | +0.5% |
| 30D | -18.0% | +18.1% | -36.1% | -17.9% |
| 3M | -45.6% | +17.0% | -62.6% | -44.7% |
| 6M | +28.5% | +55.4% | -27.0% | +28.2% |
| YTD | +56.2% | +108.6% | -52.4% | +58.2% |
| 1Y | +97.7% | +45.7% | +52.0% | +61.8% |
| All | +97.7% | +51.5% | +46.2% | +61.8% |
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