-25.3%
NVTS vs SM
+23.7%
-49.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.2% | -10.2% | -6.4% |
| 7D | +21.6% | +10.6% | +11.0% | +18.2% |
| 30D | -8.5% | -15.0% | +6.5% | -5.5% |
| 3M | -31.4% | +1.7% | -33.0% | -33.3% |
| 6M | -50.3% | +5.9% | -56.2% | -53.3% |
| YTD | +33.9% | +79.0% | -45.1% | +3.2% |
| 1Y | +10.6% | +84.7% | -74.0% | -15.9% |
| 3Y | +52.7% | -3.5% | +56.2% | +36.8% |
| 5Y | -48.5% | +4.9% | -53.4% | -56.3% |
| All | -25.3% | +23.7% | -49.0% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling