-9.1%
NVTS vs SNY
+7.7%
-16.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.8% |
| 30D | -16.5% | -2.2% | -14.4% | -16.2% |
| 3M | -47.6% | -3.0% | -44.6% | -47.6% |
| 6M | +7.3% | +2.7% | +4.6% | +5.6% |
| YTD | +62.9% | -6.8% | +69.7% | +64.2% |
| 1Y | +91.3% | -5.3% | +96.5% | +91.6% |
| 3Y | +43.4% | -9.8% | +53.2% | +43.7% |
| All | -9.1% | +7.7% | -16.9% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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