+11.1%
SMR vs NVT
+410.9%
-399.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.2% | +11.1% | +11.5% |
| 7D | +21.4% | +10.4% | +11.0% | +11.6% |
| 30D | +13.8% | -1.3% | +15.1% | +14.3% |
| 3M | +3.9% | -0.6% | +4.5% | +3.0% |
| 6M | -4.2% | +53.8% | -58.0% | -36.7% |
| YTD | -21.1% | +60.2% | -81.3% | -49.7% |
| 1Y | -67.1% | +76.8% | -143.8% | -80.1% |
| 3Y | +88.9% | +191.2% | -102.4% | -18.3% |
| All | +11.1% | +410.9% | -399.8% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling