-9.4%
NVTS vs SPG
+87.6%
-97.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.4% |
| 7D | +3.5% | -1.7% | +5.1% | +4.8% |
| 30D | -11.9% | -6.3% | -5.7% | -7.4% |
| 3M | -49.2% | -2.4% | -46.8% | -49.6% |
| 6M | +38.4% | +9.6% | +28.8% | +21.6% |
| YTD | +62.5% | +14.2% | +48.3% | +36.3% |
| 1Y | +101.4% | +19.3% | +82.1% | +59.6% |
| 3Y | +40.4% | +106.7% | -66.3% | -39.4% |
| All | -9.4% | +87.6% | -97.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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