+333.4%
SMH vs NVTS
-20.2%
+353.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.4% | -1.9% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -2.2% | -18.0% | +15.8% | +0.2% |
| 3M | -1.9% | -45.6% | +43.7% | +5.1% |
| 6M | +41.0% | +28.5% | +12.6% | +33.1% |
| YTD | +55.6% | +56.2% | -0.6% | +42.1% |
| 1Y | +86.8% | +97.7% | -10.9% | +62.4% |
| 3Y | +277.7% | +35.0% | +242.7% | +223.2% |
| All | +333.4% | -20.2% | +353.6% | +248.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling