-10.8%
NVTS vs SRE
-7.5%
-3.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.9% | +11.9% | +9.3% |
| 7D | -0.3% | -2.1% | +1.8% | -0.2% |
| 30D | -24.4% | +6.1% | -30.5% | -25.7% |
| 3M | -26.5% | -3.5% | -23.0% | -25.8% |
| 6M | -41.4% | -10.8% | -30.6% | -39.3% |
| YTD | +30.7% | -4.0% | +34.6% | +32.5% |
| 1Y | -10.8% | -7.7% | -3.1% | -8.3% |
| All | -10.8% | -7.5% | -3.3% | -8.3% |
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