-1.3%
SHOP vs NVTS
-31.6%
+30.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -0.9% |
| 7D | +2.1% | +21.6% | -19.5% | -0.8% |
| 30D | -16.8% | -8.5% | -8.3% | -16.3% |
| 3M | -2.4% | -31.4% | +29.0% | +1.8% |
| 6M | +47.0% | -50.3% | +97.4% | +54.7% |
| YTD | -8.8% | +33.9% | -42.7% | -23.1% |
| 1Y | -6.3% | +10.6% | -16.9% | -18.6% |
| 3Y | +139.3% | +52.7% | +86.6% | +62.4% |
| 5Y | -12.1% | -48.5% | +36.4% | -30.2% |
| All | -1.3% | -31.6% | +30.3% | -29.3% |
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 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