-5.5%
NVST vs SPY
+181.0%
-186.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | -3.5% | -0.4% | -3.2% | -3.2% |
| 30D | -6.3% | -1.4% | -4.9% | -4.9% |
| 3M | +7.4% | +3.7% | +3.7% | +3.0% |
| 6M | -1.0% | +13.0% | -14.0% | -13.5% |
| YTD | +21.7% | +12.4% | +9.3% | +7.4% |
| 1Y | +27.0% | +18.5% | +8.4% | +5.9% |
| 3Y | -11.6% | +77.6% | -89.2% | -51.6% |
| 5Y | -39.0% | +81.7% | -120.7% | -67.6% |
| All | -5.5% | +181.0% | -186.5% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling