-14.4%
SMR vs NVT
+410.3%
-424.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.6% | -20.3% | -19.8% |
| 7D | -11.2% | +4.1% | -15.3% | -14.7% |
| 30D | -10.2% | -5.1% | -5.1% | -7.4% |
| 3M | -10.0% | -1.2% | -8.9% | -11.1% |
| 6M | -30.5% | +46.6% | -77.0% | -52.4% |
| YTD | -39.2% | +60.0% | -99.2% | -61.5% |
| 1Y | -75.5% | +70.8% | -146.3% | -84.9% |
| 3Y | +45.4% | +187.5% | -142.1% | -37.3% |
| All | -14.4% | +410.3% | -424.7% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling