-7.8%
NVTS vs SM
+37.5%
-45.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +7.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -4.5% | +26.3% | -30.8% | -11.4% |
| 3M | -61.5% | +8.7% | -70.2% | -63.1% |
| 6M | +28.0% | +51.7% | -23.7% | +8.2% |
| YTD | +65.3% | +99.0% | -33.8% | +26.1% |
| 1Y | +113.0% | +34.6% | +78.4% | +83.1% |
| 3Y | +34.7% | -7.8% | +42.5% | +25.4% |
| All | -7.8% | +37.5% | -45.3% | -22.4% |
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 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