+7.5%
SMR vs NVTS
+20.2%
-12.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.6% |
| 7D | +13.1% | +3.5% | +9.6% | +12.3% |
| 30D | +17.8% | -11.9% | +29.7% | +20.6% |
| 3M | +8.1% | -49.2% | +57.3% | +23.0% |
| 6M | -11.1% | +38.4% | -49.5% | -19.6% |
| YTD | -23.7% | +62.5% | -86.2% | -32.7% |
| 1Y | -69.4% | +101.4% | -170.8% | -73.7% |
| 3Y | +82.6% | +40.4% | +42.2% | +43.9% |
| All | +7.5% | +20.2% | -12.8% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling