-26.7%
NVTS vs SM
+11.4%
-38.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | +9.6% | -19.5% | +29.1% | +15.4% |
| 30D | -13.0% | -20.2% | +7.2% | -8.6% |
| 3M | -28.8% | -6.5% | -22.3% | -29.2% |
| 6M | -48.5% | +1.6% | -50.0% | -51.1% |
| YTD | +31.4% | +61.2% | -29.9% | +4.2% |
| 1Y | -2.3% | +65.4% | -67.6% | -23.5% |
| 3Y | +49.8% | -13.0% | +62.9% | +38.1% |
| 5Y | -43.2% | -4.3% | -38.9% | -50.4% |
| All | -26.7% | +11.4% | -38.1% | -35.9% |
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