-9.1%
NVTS vs SYY
+16.1%
-25.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.4% | +3.9% | -5.4% | -3.1% |
| 30D | -16.5% | -1.7% | -14.8% | -16.0% |
| 3M | -47.6% | +5.2% | -52.8% | -49.6% |
| 6M | +7.3% | -0.2% | +7.5% | +5.4% |
| YTD | +62.9% | +15.4% | +47.5% | +47.6% |
| 1Y | +91.3% | +5.6% | +85.7% | +81.7% |
| 3Y | +43.4% | +28.9% | +14.5% | +13.8% |
| All | -9.1% | +16.1% | -25.2% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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