-5.9%
SAP vs NVTS
-9.1%
+3.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.0% | -4.8% | +4.5% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | +15.5% | -24.4% | +39.9% | +14.6% |
| 3M | +22.8% | -26.5% | +49.3% | +21.8% |
| 6M | +42.5% | -41.4% | +83.9% | +39.6% |
| YTD | +0.5% | +30.7% | -30.1% | -4.5% |
| 1Y | -5.9% | -10.8% | +4.9% | -9.3% |
| All | -5.9% | -9.1% | +3.1% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling