+1.5%
SMR vs NVTS
+15.5%
-14.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -4.8% |
| 7D | +4.7% | +0.5% | +4.3% | +4.7% |
| 30D | +3.2% | -18.0% | +21.3% | +7.3% |
| 3M | +9.9% | -45.6% | +55.5% | +23.5% |
| 6M | -15.1% | +28.5% | -43.6% | -22.0% |
| YTD | -27.9% | +56.2% | -84.1% | -35.9% |
| 1Y | -70.2% | +97.7% | -167.9% | -74.2% |
| 3Y | +72.5% | +35.0% | +37.5% | +37.1% |
| All | +1.5% | +15.5% | -14.1% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling