+113.0%
NVTS vs SRE
+4.7%
+108.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.5% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -4.5% | -0.7% | -3.7% | -4.4% |
| 3M | -61.5% | -6.3% | -55.2% | -61.0% |
| 6M | +28.0% | -10.7% | +38.6% | +33.9% |
| YTD | +65.3% | -3.5% | +68.7% | +66.5% |
| 1Y | +113.0% | +5.3% | +107.7% | +124.2% |
| All | +113.0% | +4.7% | +108.3% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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