-26.7%
NVTS vs SPG
+115.1%
-141.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.6% |
| 7D | +9.6% | +5.6% | +4.0% | +5.4% |
| 30D | -13.0% | +17.6% | -30.6% | -23.7% |
| 3M | -28.8% | +7.5% | -36.2% | -33.0% |
| 6M | -48.5% | +18.5% | -67.0% | -56.9% |
| YTD | +31.4% | +30.9% | +0.4% | -1.3% |
| 1Y | -2.3% | +34.1% | -36.4% | -28.5% |
| 3Y | +49.8% | +135.5% | -85.7% | -41.8% |
| 5Y | -43.2% | +86.5% | -129.7% | -75.5% |
| All | -26.7% | +115.1% | -141.8% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling