-4.9%
SHOP vs NVTS
-9.1%
+4.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.0% | -1.7% | +7.0% |
| 7D | -9.0% | -0.3% | -8.7% | -9.0% |
| 30D | -4.4% | -24.4% | +20.0% | -3.7% |
| 3M | +24.1% | -26.5% | +50.6% | +25.0% |
| 6M | +20.0% | -41.4% | +61.4% | +17.9% |
| YTD | -4.9% | +30.7% | -35.6% | -20.9% |
| 1Y | -4.9% | -10.8% | +5.9% | -13.3% |
| All | -4.9% | -9.1% | +4.1% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling