-14.4%
SMR vs NVTS
+20.5%
-34.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +4.3% | -20.0% | -16.5% |
| 7D | -11.2% | -1.4% | -9.8% | -11.1% |
| 30D | -10.2% | -16.5% | +6.3% | -7.2% |
| 3M | -10.0% | -47.6% | +37.6% | +1.7% |
| 6M | -30.5% | +7.3% | -37.7% | -33.8% |
| YTD | -39.2% | +62.9% | -102.1% | -46.5% |
| 1Y | -75.5% | +91.3% | -166.8% | -78.8% |
| 3Y | +45.4% | +43.4% | +2.0% | +14.2% |
| All | -14.4% | +20.5% | -34.9% | -36.8% |
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 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