+800.5%
NVS vs SPYG
+559.2%
+241.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -15.4% | +0.3% | -15.7% | -15.5% |
| 30D | -12.3% | -1.7% | -10.6% | -11.7% |
| 3M | -7.8% | +3.6% | -11.5% | -9.4% |
| 6M | -13.0% | +16.6% | -29.6% | -18.6% |
| YTD | +2.8% | +13.4% | -10.6% | -2.9% |
| 1Y | +10.6% | +19.6% | -9.0% | +2.2% |
| 3Y | +55.1% | +99.8% | -44.7% | +13.2% |
| 5Y | +91.7% | +85.0% | +6.7% | +41.6% |
| 10Y | +181.2% | +422.1% | -240.9% | +30.5% |
| All | +800.5% | +559.2% | +241.3% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling