-6.3%
NVTS vs SYY
+11.4%
-17.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +9.7% | -2.8% | +12.5% | +11.0% |
| 30D | -13.6% | -5.3% | -8.3% | -11.6% |
| 3M | -51.0% | +5.1% | -56.1% | -53.0% |
| 6M | +46.3% | -5.0% | +51.3% | +47.1% |
| YTD | +68.1% | +10.7% | +57.4% | +55.1% |
| 1Y | +113.9% | +0.7% | +113.2% | +107.8% |
| 3Y | +45.3% | +24.0% | +21.2% | +17.1% |
| All | -6.3% | +11.4% | -17.6% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling