+712.5%
NVT vs SPYG
+282.3%
+430.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.2% |
| 7D | +2.0% | -1.8% | +3.8% | +4.0% |
| 30D | -7.2% | -1.9% | -5.2% | -5.2% |
| 3M | -0.9% | +5.2% | -6.1% | -5.4% |
| 6M | +42.6% | +15.6% | +27.0% | +24.0% |
| YTD | +52.9% | +12.4% | +40.5% | +36.9% |
| 1Y | +64.5% | +17.5% | +47.0% | +41.5% |
| 3Y | +178.0% | +98.1% | +79.9% | +46.1% |
| 5Y | +402.8% | +84.9% | +317.9% | +178.7% |
| All | +712.5% | +282.3% | +430.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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