+76.5%
SO vs NVTS
-32.9%
+109.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -0.1% | +9.6% | -9.7% | 0.0% |
| 30D | +8.7% | -13.0% | +21.7% | +8.6% |
| 3M | +3.4% | -28.8% | +32.2% | +3.2% |
| 6M | +3.7% | -48.5% | +52.2% | +3.5% |
| YTD | +10.0% | +31.4% | -21.3% | +10.5% |
| 1Y | +6.6% | -2.3% | +8.9% | +6.9% |
| 3Y | +52.5% | +49.8% | +2.7% | +56.1% |
| 5Y | +76.1% | -43.2% | +119.2% | +73.0% |
| All | +76.5% | -32.9% | +109.4% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling