-2.5%
SHOP vs NVTS
-15.6%
+13.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -1.4% |
| 7D | -5.1% | +2.7% | -7.8% | -5.5% |
| 30D | +0.6% | -4.5% | +5.0% | +0.8% |
| 3M | +25.0% | -61.5% | +86.6% | +40.4% |
| 6M | +11.9% | +28.0% | -16.1% | -1.5% |
| YTD | -9.9% | +65.3% | -75.1% | -25.6% |
| 1Y | 0.0% | +113.0% | -113.0% | -23.3% |
| 3Y | +117.5% | +34.7% | +82.8% | +67.9% |
| All | -2.5% | -15.6% | +13.1% | -31.6% |
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