+84.9%
SLB vs NVTS
-15.6%
+100.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | 0.0% |
| 7D | +0.8% | +2.7% | -1.9% | +0.7% |
| 30D | +15.8% | -4.5% | +20.3% | +15.9% |
| 3M | -0.3% | -61.5% | +61.2% | +2.6% |
| 6M | +21.3% | +28.0% | -6.6% | +18.9% |
| YTD | +52.3% | +65.3% | -13.0% | +47.5% |
| 1Y | +63.6% | +113.0% | -49.4% | +56.2% |
| 3Y | +3.8% | +34.7% | -30.9% | -1.2% |
| All | +84.9% | -15.6% | +100.5% | +60.0% |
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