-8.1%
SMR vs NVT
+57.2%
-65.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.2% | +11.1% | +12.0% |
| 7D | +21.4% | +10.4% | +11.0% | +13.0% |
| 30D | +13.8% | -1.3% | +15.1% | +14.3% |
| 3M | +3.9% | -0.6% | +4.5% | +1.5% |
| All | -8.1% | +57.2% | -65.2% | -28.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling