+20.2%
SGOV vs NVTS
-16.8%
+37.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | 0.0% | -1.4% | +1.5% | 0.0% |
| 30D | +0.3% | -16.5% | +16.8% | +0.3% |
| 3M | +0.9% | -47.6% | +48.6% | +0.9% |
| 6M | +1.8% | +7.3% | -5.4% | +1.8% |
| YTD | +2.5% | +62.9% | -60.3% | +2.5% |
| 1Y | +3.8% | +91.3% | -87.5% | +3.8% |
| 3Y | +14.4% | +43.4% | -29.0% | +14.4% |
| All | +20.2% | -16.8% | +37.0% | +20.2% |
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