+11.5%
NVTS vs SN
+490.7%
-479.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.7% |
| 7D | +2.7% | -9.3% | +12.0% | +6.4% |
| 30D | -4.5% | -4.8% | +0.3% | -2.8% |
| 3M | -61.5% | +40.4% | -101.9% | -66.4% |
| 6M | +28.0% | +50.9% | -23.0% | +7.8% |
| YTD | +65.3% | +54.9% | +10.3% | +38.2% |
| 1Y | +113.0% | +43.0% | +70.0% | +81.8% |
| 3Y | +34.7% | +391.8% | -357.1% | -10.2% |
| All | +11.5% | +490.7% | -479.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling