-12.4%
NVST vs SPY
+178.7%
-191.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | -2.7% | +2.6% | -5.3% | -5.4% |
| 30D | +7.3% | -2.0% | +9.3% | +10.0% |
| 3M | -12.8% | -2.8% | -10.0% | -9.9% |
| 6M | +2.4% | +2.1% | +0.2% | -0.2% |
| YTD | +12.8% | +11.5% | +1.3% | +0.5% |
| 1Y | +23.1% | +13.5% | +9.7% | +7.7% |
| 3Y | +15.2% | +77.7% | -62.5% | -36.8% |
| 5Y | -43.4% | +72.6% | -116.1% | -68.1% |
| All | -12.4% | +178.7% | -191.1% | -71.3% |
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