-6.3%
NVTS vs SPXU
-85.7%
+79.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +3.2% |
| 7D | +9.7% | -1.5% | +11.2% | +8.2% |
| 30D | -13.6% | +3.7% | -17.3% | -10.6% |
| 3M | -51.0% | -9.6% | -41.4% | -52.9% |
| 6M | +46.3% | -32.4% | +78.7% | +17.8% |
| YTD | +68.1% | -28.7% | +96.8% | +46.3% |
| 1Y | +113.9% | -38.2% | +152.1% | +74.2% |
| 3Y | +45.3% | -80.4% | +125.7% | -32.4% |
| All | -6.3% | -85.7% | +79.4% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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