-88.5%
SMR vs NVTS
-25.6%
-62.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | -15.8% | +0.9% | -8.1% |
| 7D | -26.2% | -14.6% | -11.6% | -21.3% |
| 30D | -45.5% | -34.3% | -11.2% | -35.4% |
| 3M | -53.4% | -36.4% | -17.1% | -44.8% |
| 6M | -63.2% | -55.2% | -8.0% | -54.1% |
| YTD | -69.2% | +10.1% | -79.2% | -79.1% |
| 1Y | -88.5% | -20.3% | -68.2% | -90.8% |
| All | -88.5% | -25.6% | -62.9% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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