+58.4%
SAP vs NVTS
-17.0%
+75.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | -0.3% | +3.5% | -3.7% | -0.4% |
| 30D | +0.3% | -11.9% | +12.2% | +0.7% |
| 3M | +16.9% | -49.2% | +66.1% | +19.6% |
| 6M | +6.3% | +38.4% | -32.1% | +1.7% |
| YTD | -12.4% | +62.5% | -74.9% | -17.5% |
| 1Y | -21.6% | +101.4% | -123.0% | -28.0% |
| 3Y | +54.8% | +40.4% | +14.3% | +40.8% |
| All | +58.4% | -17.0% | +75.4% | +36.6% |
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