+67.7%
SO vs NVTS
-14.2%
+81.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | +1.0% | +9.7% | -8.7% | +1.1% |
| 30D | -3.2% | -13.6% | +10.4% | -3.3% |
| 3M | -1.7% | -51.0% | +49.3% | -2.0% |
| 6M | -7.2% | +46.3% | -53.5% | -6.8% |
| YTD | +4.6% | +68.1% | -63.5% | +5.1% |
| 1Y | +1.2% | +113.9% | -112.7% | +2.0% |
| 3Y | +45.3% | +45.3% | 0.0% | +49.0% |
| All | +67.7% | -14.2% | +81.9% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling