+37.5%
NVTS vs SRE
+29.3%
+8.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.2% |
| 7D | +0.5% | -0.7% | +1.1% | +0.9% |
| 30D | -18.0% | -1.7% | -16.3% | -17.6% |
| 3M | -45.6% | -7.1% | -38.5% | -43.8% |
| 6M | +28.5% | -8.4% | +36.8% | +33.8% |
| YTD | +56.2% | -3.5% | +59.7% | +57.1% |
| 1Y | +97.7% | +5.4% | +92.3% | +87.8% |
| All | +37.5% | +29.3% | +8.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling