+53.3%
NVS vs SPYG
+98.4%
-45.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.3% |
| 7D | -14.3% | -0.9% | -13.4% | -14.2% |
| 30D | -10.0% | -1.5% | -8.4% | -9.9% |
| 3M | -10.9% | +3.7% | -14.6% | -11.2% |
| 6M | -12.0% | +16.4% | -28.4% | -13.3% |
| YTD | +2.5% | +13.3% | -10.8% | +1.1% |
| 1Y | +10.7% | +17.9% | -7.2% | +8.8% |
| 3Y | +53.3% | +98.3% | -45.0% | +37.3% |
| All | +53.3% | +98.4% | -45.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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