+339.7%
SMH vs NVTS
-16.8%
+356.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.4% |
| 30D | -2.8% | -16.5% | +13.7% | -0.7% |
| 3M | -6.7% | -47.6% | +40.9% | +0.3% |
| 6M | +41.8% | +7.3% | +34.5% | +37.0% |
| YTD | +57.9% | +62.9% | -5.0% | +43.4% |
| 1Y | +87.6% | +91.3% | -3.6% | +63.7% |
| 3Y | +282.9% | +43.4% | +239.5% | +224.4% |
| All | +339.7% | -16.8% | +356.5% | +251.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling