+45.3%
NVTS vs SPG
+112.2%
-66.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | +9.7% | 0.0% | +9.7% | +9.6% |
| 30D | -13.6% | -4.9% | -8.7% | -11.5% |
| 3M | -51.0% | +3.3% | -54.3% | -53.2% |
| 6M | +46.3% | +11.2% | +35.1% | +31.0% |
| YTD | +68.1% | +17.1% | +51.0% | +44.1% |
| 1Y | +113.9% | +21.6% | +92.3% | +75.7% |
| 3Y | +45.3% | +111.9% | -66.6% | -40.3% |
| All | +45.3% | +112.2% | -66.9% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling