+592.0%
NVCT vs SPY
+80.4%
+511.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -7.7% | -2.0% | -5.7% | -6.9% |
| 30D | +15.9% | -1.7% | +17.5% | +16.7% |
| 3M | +118.1% | +4.7% | +113.4% | +113.1% |
| 6M | +133.1% | +12.5% | +120.6% | +121.2% |
| YTD | +197.9% | +11.7% | +186.2% | +183.7% |
| 1Y | +258.1% | +17.5% | +240.6% | +235.3% |
| 3Y | +63.3% | +76.6% | -13.2% | +44.9% |
| All | +592.0% | +80.4% | +511.6% | +482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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