+77.3%
SO vs NVTS
-38.4%
+115.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.3% | -9.9% | +1.4% |
| 7D | -1.1% | +20.8% | -21.9% | -0.9% |
| 30D | +8.6% | -11.1% | +19.7% | +8.6% |
| 3M | +1.8% | -31.0% | +32.8% | +1.6% |
| 6M | +3.6% | -47.4% | +51.0% | +3.4% |
| YTD | +9.9% | +34.2% | -24.2% | +10.5% |
| 1Y | +5.7% | +22.2% | -16.5% | +6.2% |
| 3Y | +52.5% | +68.4% | -15.9% | +56.1% |
| 5Y | +77.3% | -39.0% | +116.3% | +75.3% |
| All | +77.3% | -38.4% | +115.7% | +75.3% |
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 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