+344.2%
SMH vs NVTS
-17.0%
+361.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | +4.3% | +3.5% | +0.8% | +3.9% |
| 30D | +0.9% | -11.9% | +12.8% | +2.4% |
| 3M | -2.8% | -49.2% | +46.4% | +4.9% |
| 6M | +45.6% | +38.4% | +7.2% | +36.2% |
| YTD | +59.5% | +62.5% | -3.0% | +44.9% |
| 1Y | +93.4% | +101.4% | -8.0% | +67.7% |
| 3Y | +287.1% | +40.4% | +246.7% | +229.6% |
| All | +344.2% | -17.0% | +361.2% | +255.4% |
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