-11.8%
NVST vs SPY
+179.8%
-191.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -1.2% | +3.3% | -4.5% | -4.6% |
| 30D | +8.9% | -2.7% | +11.6% | +12.4% |
| 3M | -14.1% | -1.7% | -12.4% | -12.3% |
| 6M | +1.6% | +3.1% | -1.5% | -2.0% |
| YTD | +13.6% | +11.9% | +1.7% | +0.8% |
| 1Y | +22.6% | +12.0% | +10.6% | +8.7% |
| 3Y | +14.3% | +78.2% | -63.9% | -37.5% |
| 5Y | -43.0% | +73.2% | -116.3% | -68.0% |
| All | -11.8% | +179.8% | -191.5% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling