+101.4%
NVTS vs SN
+47.1%
+54.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -1.8% |
| 7D | +3.5% | -3.4% | +6.9% | +5.1% |
| 30D | -11.9% | -9.1% | -2.9% | -8.1% |
| 3M | -49.2% | +31.8% | -81.0% | -56.4% |
| 6M | +38.4% | +52.0% | -13.6% | +6.3% |
| YTD | +62.5% | +51.3% | +11.2% | +24.8% |
| 1Y | +101.4% | +46.9% | +54.5% | +75.5% |
| All | +101.4% | +47.1% | +54.3% | +75.5% |
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