-30.1%
NVTS vs SPG
+113.7%
-143.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.2% |
| 7D | +3.9% | +2.0% | +2.0% | +2.5% |
| 30D | -4.3% | +17.2% | -21.6% | -15.9% |
| 3M | -34.5% | +6.3% | -40.8% | -37.8% |
| 6M | -57.7% | +18.7% | -76.4% | -64.4% |
| YTD | +25.4% | +30.1% | -4.7% | -5.3% |
| 1Y | +13.1% | +32.8% | -19.6% | -16.4% |
| 3Y | +48.9% | +133.6% | -84.7% | -41.8% |
| 5Y | -51.8% | +84.4% | -136.2% | -79.1% |
| All | -30.1% | +113.7% | -143.8% | -71.4% |
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