-30.1%
NVTS vs SRE
+43.0%
-73.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.7% |
| 7D | +3.9% | +1.8% | +2.2% | +3.0% |
| 30D | -4.3% | -3.0% | -1.3% | -3.1% |
| 3M | -34.5% | -7.3% | -27.2% | -32.3% |
| 6M | -57.7% | -11.9% | -45.8% | -55.3% |
| YTD | +25.4% | -7.9% | +33.2% | +28.9% |
| 1Y | +13.1% | -11.1% | +24.3% | +18.9% |
| 3Y | +48.9% | +24.8% | +24.1% | +29.7% |
| 5Y | -51.8% | +52.4% | -104.2% | -55.9% |
| All | -30.1% | +43.0% | -73.1% | -34.0% |
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