-9.1%
NVTS vs SRE
+48.6%
-57.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | -16.5% | -3.0% | -13.5% | -15.5% |
| 3M | -47.6% | -8.3% | -39.3% | -45.7% |
| 6M | +7.3% | -8.9% | +16.2% | +11.6% |
| YTD | +62.9% | -4.3% | +67.2% | +64.7% |
| 1Y | +91.3% | +2.7% | +88.5% | +85.8% |
| 3Y | +43.4% | +28.7% | +14.7% | +23.5% |
| All | -9.1% | +48.6% | -57.8% | -15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling