+11.8%
SBUX vs NVTS
+32.4%
-20.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -6.4% | -18.0% | +11.6% | -5.9% |
| 3M | +1.0% | -45.6% | +46.7% | +2.8% |
| 6M | -0.4% | +28.5% | -28.8% | -3.2% |
| YTD | +20.0% | +56.2% | -36.2% | +15.2% |
| 1Y | +22.8% | +97.7% | -74.9% | +15.7% |
| All | +11.8% | +32.4% | -20.6% | +7.0% |
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