-6.3%
NVTS vs SRE
+52.4%
-58.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.8% |
| 7D | +9.7% | +1.4% | +8.3% | +8.8% |
| 30D | -13.6% | +1.9% | -15.5% | -14.9% |
| 3M | -51.0% | -3.3% | -47.7% | -50.7% |
| 6M | +46.3% | -6.4% | +52.8% | +50.0% |
| YTD | +68.1% | -1.8% | +69.9% | +67.7% |
| 1Y | +113.9% | +10.7% | +103.2% | +99.4% |
| 3Y | +45.3% | +31.8% | +13.5% | +23.5% |
| All | -6.3% | +52.4% | -58.7% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling