+47.0%
SHOP vs NVTS
-56.0%
+103.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.5% |
| 7D | +2.1% | +21.6% | -19.5% | +1.7% |
| 30D | -16.8% | -8.5% | -8.3% | -17.1% |
| 3M | -2.4% | -31.4% | +29.0% | -3.5% |
| 6M | +47.0% | -50.3% | +97.4% | +43.7% |
| All | +47.0% | -56.0% | +103.0% | +43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling