+66.2%
NVCT vs SPY
+76.5%
-10.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.6% | -4.6% |
| 7D | -4.8% | -0.4% | -4.4% | -4.4% |
| 30D | +20.7% | -1.4% | +22.1% | +22.2% |
| 3M | +132.4% | +3.7% | +128.7% | +122.5% |
| 6M | +150.9% | +13.0% | +137.9% | +121.4% |
| YTD | +201.7% | +12.4% | +189.3% | +167.9% |
| 1Y | +259.3% | +18.5% | +240.8% | +204.2% |
| All | +66.2% | +76.5% | -10.4% | -9.3% |
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