+13.4%
NVTS vs SN
+496.6%
-483.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +9.7% | +0.1% | +9.6% | +9.6% |
| 30D | -13.6% | -5.6% | -8.0% | -11.9% |
| 3M | -51.0% | +48.1% | -99.0% | -58.2% |
| 6M | +46.3% | +57.6% | -11.3% | +21.2% |
| YTD | +68.1% | +56.5% | +11.6% | +40.0% |
| 1Y | +113.9% | +52.6% | +61.4% | +78.7% |
| 3Y | +45.3% | +412.0% | -366.7% | -3.4% |
| All | +13.4% | +496.6% | -483.2% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling