+43.0%
NVTS vs SN
+419.0%
-376.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.7% |
| 7D | +2.7% | -9.3% | +12.0% | +7.0% |
| 30D | -4.5% | -4.8% | +0.3% | -2.5% |
| 3M | -61.5% | +40.4% | -101.9% | -67.2% |
| 6M | +28.0% | +50.9% | -23.0% | +4.6% |
| YTD | +65.3% | +54.9% | +10.3% | +33.8% |
| 1Y | +113.0% | +43.0% | +70.0% | +76.9% |
| All | +43.0% | +419.0% | -376.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling