+151.5%
NVCT vs SPY
+79.4%
+72.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | +13.7% | -0.9% | +14.6% | +14.6% |
| 30D | +6.7% | -2.4% | +9.0% | +8.8% |
| 3M | +8.2% | -1.2% | +9.3% | +9.2% |
| 6M | +89.9% | +3.3% | +86.6% | +82.7% |
| YTD | +178.1% | +12.3% | +165.9% | +147.5% |
| 1Y | +246.5% | +12.4% | +234.1% | +208.0% |
| All | +151.5% | +79.4% | +72.1% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling