+653.5%
NVCT vs SPY
+83.4%
+570.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +27.2% | +0.1% | +27.1% | +27.1% |
| 3M | +153.3% | +2.0% | +151.3% | +150.4% |
| 6M | +171.2% | +13.0% | +158.2% | +156.8% |
| YTD | +224.4% | +13.5% | +210.8% | +206.7% |
| 1Y | +275.6% | +20.0% | +255.6% | +248.6% |
| 3Y | +65.5% | +77.2% | -11.7% | +45.6% |
| All | +653.5% | +83.4% | +570.2% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling