-85.6%
SMR vs NVT
+3.0%
-88.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.7% | +8.2% | +4.9% |
| 7D | -9.5% | -19.5% | +10.0% | +5.4% |
| 30D | -33.2% | -32.4% | -0.8% | -11.0% |
| 3M | -45.9% | -30.3% | -15.6% | -31.6% |
| 6M | -57.9% | -30.4% | -27.4% | -47.0% |
| YTD | -63.8% | +11.3% | -75.1% | -75.3% |
| 1Y | -85.6% | +3.6% | -89.2% | -88.5% |
| All | -85.6% | +3.0% | -88.6% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling