-61.0%
SMR vs NVTS
-57.0%
-4.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -0.5% |
| 7D | -8.3% | +3.9% | -12.2% | -9.9% |
| 30D | -20.1% | -4.3% | -15.7% | -19.1% |
| 3M | -52.7% | -34.5% | -18.2% | -44.9% |
| 6M | -61.0% | -57.7% | -3.3% | -50.5% |
| All | -61.0% | -57.0% | -4.0% | -50.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling