+13.1%
NVTS vs SM
+84.2%
-71.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | +3.9% | +9.4% | -5.4% | +4.5% |
| 30D | -4.3% | -14.4% | +10.0% | -5.2% |
| 3M | -34.5% | +1.6% | -36.0% | -35.2% |
| 6M | -57.7% | +6.3% | -64.1% | -57.7% |
| YTD | +25.4% | +78.8% | -53.4% | +18.5% |
| 1Y | +13.1% | +83.1% | -70.0% | +7.4% |
| All | +13.1% | +84.2% | -71.1% | +7.4% |
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