-12.4%
SOUN vs NVTS
+71.4%
-83.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -4.1% | +9.7% | -13.8% | -6.1% |
| 30D | -18.1% | -13.6% | -4.5% | -15.6% |
| 3M | -12.3% | -51.0% | +38.7% | +1.3% |
| 6M | -18.6% | +46.3% | -64.9% | -33.1% |
| YTD | -34.1% | +68.1% | -102.2% | -48.3% |
| 1Y | -57.0% | +113.9% | -170.9% | -68.7% |
| 3Y | +185.7% | +45.3% | +140.4% | +114.1% |
| All | -12.4% | +71.4% | -83.8% | -33.2% |
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 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 · 6 months rolling