-10.8%
NVTS vs SPMO
+11.0%
-21.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +11.3% |
| 7D | -0.3% | -8.9% | +8.6% | +28.0% |
| 30D | -24.4% | -13.8% | -10.6% | +14.2% |
| 3M | -26.5% | -12.5% | -14.0% | +8.4% |
| 6M | -41.4% | -1.5% | -39.9% | -38.7% |
| YTD | +30.7% | +11.3% | +19.4% | -2.5% |
| 1Y | -10.8% | +11.5% | -22.3% | -32.7% |
| All | -10.8% | +11.0% | -21.8% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling