+77.0%
SAP vs NVTS
-32.9%
+109.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.5% |
| 7D | +1.5% | +9.6% | -8.1% | +1.0% |
| 30D | +8.8% | -13.0% | +21.8% | +9.1% |
| 3M | +12.1% | -28.8% | +40.9% | +13.1% |
| 6M | +34.6% | -48.5% | +83.0% | +35.7% |
| YTD | -2.1% | +31.4% | -33.5% | -7.4% |
| 1Y | -5.5% | -2.3% | -3.3% | -9.3% |
| 3Y | +67.4% | +49.8% | +17.6% | +48.2% |
| 5Y | +74.6% | -43.2% | +117.8% | +48.8% |
| All | +77.0% | -32.9% | +109.9% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling