+3.3%
SBUX vs NVTS
-15.6%
+18.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.3% | -7.6% | -1.6% |
| 7D | -3.1% | +2.7% | -5.8% | -3.3% |
| 30D | -0.9% | -4.5% | +3.6% | -0.8% |
| 3M | +11.6% | -61.5% | +73.1% | +16.6% |
| 6M | +8.8% | +28.0% | -19.2% | +4.3% |
| YTD | +26.3% | +65.3% | -39.0% | +18.5% |
| 1Y | +23.1% | +113.0% | -89.9% | +11.9% |
| 3Y | +15.0% | +34.7% | -19.7% | +3.3% |
| All | +3.3% | -15.6% | +18.9% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling