+113.0%
NVTS vs SPY
+20.8%
+92.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +8.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.0% |
| 30D | -4.5% | +0.1% | -4.5% | -4.7% |
| 3M | -61.5% | +2.0% | -63.5% | -63.4% |
| 6M | +28.0% | +13.0% | +15.0% | -19.8% |
| YTD | +65.3% | +13.5% | +51.7% | +3.8% |
| 1Y | +113.0% | +20.0% | +93.0% | +6.1% |
| All | +113.0% | +20.8% | +92.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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