-73.1%
SMR vs NVT
+73.8%
-146.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -3.0% |
| 7D | +4.4% | +5.1% | -0.7% | -0.6% |
| 30D | +3.4% | -3.7% | +7.1% | +5.8% |
| 3M | -19.2% | -10.1% | -9.0% | -12.0% |
| 6M | -22.6% | +37.5% | -60.1% | -49.6% |
| YTD | -31.5% | +53.7% | -85.3% | -63.0% |
| 1Y | -73.1% | +70.9% | -143.9% | -85.8% |
| All | -73.1% | +73.8% | -146.9% | -85.8% |
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