+712.5%
NVT vs SPXS
-98.9%
+811.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -1.3% |
| 7D | +2.0% | +6.4% | -4.4% | +4.9% |
| 30D | -7.2% | +6.0% | -13.2% | -4.6% |
| 3M | -0.9% | -11.6% | +10.7% | -4.7% |
| 6M | +42.6% | -28.7% | +71.3% | +27.5% |
| YTD | +52.9% | -26.3% | +79.2% | +39.9% |
| 1Y | +64.5% | -34.9% | +99.4% | +44.9% |
| 3Y | +178.0% | -79.5% | +257.4% | +77.6% |
| 5Y | +402.8% | -85.9% | +488.7% | +231.4% |
| All | +712.5% | -98.9% | +811.4% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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