+66.5%
SO vs NVTS
-17.0%
+83.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.8% |
| 7D | 0.0% | +3.5% | -3.4% | +0.1% |
| 30D | -2.5% | -11.9% | +9.4% | -2.6% |
| 3M | -4.2% | -49.2% | +45.1% | -4.5% |
| 6M | -7.7% | +38.4% | -46.1% | -7.3% |
| YTD | +3.8% | +62.5% | -58.7% | +4.3% |
| 1Y | +0.1% | +101.4% | -101.3% | +0.8% |
| 3Y | +44.2% | +40.4% | +3.8% | +47.8% |
| All | +66.5% | -17.0% | +83.5% | +62.2% |
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