-53.7%
SMR vs NVTS
-7.3%
-46.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -2.0% |
| 7D | -8.3% | +3.9% | -12.2% | -9.0% |
| 30D | -20.1% | -4.3% | -15.7% | -19.3% |
| 3M | -52.7% | -34.5% | -18.2% | -48.6% |
| 6M | -61.0% | -57.7% | -3.3% | -54.6% |
| YTD | -67.1% | +25.4% | -92.5% | -69.5% |
| 1Y | -79.9% | +13.1% | -93.0% | -80.9% |
| 3Y | +101.7% | +48.9% | +52.8% | +62.5% |
| All | -53.7% | -7.3% | -46.4% | -63.9% |
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 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