-9.4%
NVST vs SPY
+180.7%
-190.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -3.4% |
| 7D | -6.9% | -0.9% | -6.0% | -5.8% |
| 30D | +11.4% | -2.4% | +13.8% | +14.6% |
| 3M | -11.2% | -1.2% | -10.1% | -10.0% |
| 6M | +4.6% | +3.3% | +1.3% | +0.7% |
| YTD | +16.6% | +12.3% | +4.3% | +3.1% |
| 1Y | +25.3% | +12.4% | +12.8% | +10.6% |
| 3Y | +17.4% | +78.8% | -61.4% | -36.0% |
| 5Y | -40.9% | +75.2% | -116.1% | -67.2% |
| All | -9.4% | +180.7% | -190.2% | -70.5% |
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