-7.8%
NVTS vs SPG
+90.1%
-97.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +7.1% |
| 7D | +2.7% | -2.4% | +5.1% | +4.6% |
| 30D | -4.5% | -6.8% | +2.4% | +1.0% |
| 3M | -61.5% | +2.7% | -64.2% | -63.7% |
| 6M | +28.0% | +5.5% | +22.5% | +16.9% |
| YTD | +65.3% | +15.7% | +49.6% | +37.2% |
| 1Y | +113.0% | +20.9% | +92.1% | +66.9% |
| 3Y | +34.7% | +112.4% | -77.7% | -43.4% |
| All | -7.8% | +90.1% | -97.9% | -58.6% |
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