+13.1%
NVTS vs SN
+141.7%
-128.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.8% | -9.2% | -7.5% |
| 7D | +3.9% | +1.5% | +2.4% | +3.4% |
| 30D | -4.3% | +21.5% | -25.8% | -10.7% |
| 3M | -34.5% | +20.0% | -54.5% | -38.5% |
| 6M | -57.7% | +119.9% | -177.6% | -70.6% |
| YTD | +25.4% | +102.3% | -77.0% | -12.4% |
| 1Y | +13.1% | +148.0% | -134.8% | -21.7% |
| All | +13.1% | +141.7% | -128.6% | -21.7% |
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