-6.3%
NVTS vs SPMO
+150.3%
-156.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +0.7% |
| 7D | +9.7% | +3.4% | +6.3% | +2.8% |
| 30D | -13.6% | +0.5% | -14.1% | -13.8% |
| 3M | -51.0% | +1.9% | -52.9% | -51.0% |
| 6M | +46.3% | +27.8% | +18.5% | +0.6% |
| YTD | +68.1% | +26.7% | +41.4% | +20.0% |
| 1Y | +113.9% | +28.9% | +85.0% | +52.8% |
| 3Y | +45.3% | +160.7% | -115.4% | -67.7% |
| All | -6.3% | +150.3% | -156.6% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling