-71.0%
SMR vs NVTS
+96.6%
-167.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -3.9% |
| 7D | +4.7% | +0.5% | +4.3% | +4.5% |
| 30D | +3.2% | -18.0% | +21.3% | +11.7% |
| 3M | +9.9% | -45.6% | +55.5% | +39.3% |
| 6M | -15.1% | +28.5% | -43.6% | -39.1% |
| YTD | -27.9% | +56.2% | -84.1% | -54.9% |
| All | -71.0% | +96.6% | -167.6% | -83.9% |
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