-9.4%
NVTS vs SU
+263.7%
-273.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | +3.5% | +1.6% | +1.9% | +3.0% |
| 30D | -11.9% | +10.7% | -22.7% | -14.7% |
| 3M | -49.2% | +13.5% | -62.7% | -51.6% |
| 6M | +38.4% | +21.8% | +16.6% | +28.5% |
| YTD | +62.5% | +58.8% | +3.6% | +38.3% |
| 1Y | +101.4% | +72.0% | +29.4% | +66.1% |
| 3Y | +40.4% | +121.7% | -81.3% | +4.8% |
| All | -9.4% | +263.7% | -273.1% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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