+11.1%
SMR vs NVTS
+24.4%
-13.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.7% | +13.6% | +14.9% |
| 7D | +21.4% | +9.7% | +11.7% | +19.1% |
| 30D | +13.8% | -13.6% | +27.5% | +17.1% |
| 3M | +3.9% | -51.0% | +54.9% | +19.0% |
| 6M | -4.2% | +46.3% | -50.5% | -14.2% |
| YTD | -21.1% | +68.1% | -89.2% | -30.9% |
| 1Y | -67.1% | +113.9% | -181.0% | -71.9% |
| 3Y | +88.9% | +45.3% | +43.6% | +47.8% |
| All | +11.1% | +24.4% | -13.2% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling