-40.8%
NVST vs SPY
+71.5%
-112.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +0.7% |
| 7D | +5.1% | +0.1% | +5.0% | +5.4% |
| 30D | +12.9% | -3.3% | +16.2% | +17.2% |
| 3M | -7.7% | -2.4% | -5.3% | -5.2% |
| 6M | +7.1% | +2.6% | +4.6% | +4.2% |
| YTD | +19.6% | +11.2% | +8.4% | +7.5% |
| 1Y | +33.5% | +13.4% | +20.1% | +17.8% |
| 3Y | +23.3% | +79.9% | -56.6% | -28.5% |
| 5Y | -40.8% | +72.2% | -113.0% | -63.9% |
| All | -40.8% | +71.5% | -112.3% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling