-95.5%
SNDQ vs NVTS
-38.3%
-57.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +11.9% | +4.2% |
| 7D | -20.4% | +0.5% | -20.8% | -18.4% |
| 30D | -54.5% | -18.0% | -36.5% | -60.3% |
| 3M | -79.1% | -45.6% | -33.5% | -79.8% |
| All | -95.5% | -38.3% | -57.2% | -94.8% |
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 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 · Available span rolling