-10.8%
NVTS vs SN
+156.5%
-167.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +7.6% |
| 7D | -0.3% | +10.6% | -11.0% | -3.8% |
| 30D | -24.4% | +20.0% | -44.4% | -29.1% |
| 3M | -26.5% | +30.4% | -56.8% | -33.3% |
| 6M | -41.4% | +91.0% | -132.4% | -56.1% |
| YTD | +30.7% | +95.9% | -65.3% | -6.6% |
| 1Y | -10.8% | +158.9% | -169.7% | -39.6% |
| All | -10.8% | +156.5% | -167.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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