+73.2%
SAP vs NVTS
+58.3%
+14.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.3% | -9.6% | +1.5% |
| 7D | +1.6% | +20.8% | -19.2% | +1.3% |
| 30D | +10.5% | -11.1% | +21.7% | +10.6% |
| 3M | +15.2% | -31.0% | +46.2% | +15.7% |
| 6M | +36.7% | -47.4% | +84.0% | +37.0% |
| YTD | -0.6% | +34.2% | -34.7% | -3.8% |
| 1Y | -4.1% | +22.2% | -26.3% | -7.1% |
| 3Y | +73.2% | +68.4% | +4.9% | +68.0% |
| All | +73.2% | +58.3% | +14.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling