-30.1%
NVTS vs SPY
+78.8%
-108.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -5.4% |
| 7D | +3.9% | +2.6% | +1.4% | -2.2% |
| 30D | -4.3% | -2.0% | -2.4% | +3.9% |
| 3M | -34.5% | -2.8% | -31.7% | -26.7% |
| 6M | -57.7% | +2.1% | -59.9% | -56.6% |
| YTD | +25.4% | +11.5% | +13.9% | +8.4% |
| 1Y | +13.1% | +13.5% | -0.3% | -5.7% |
| 3Y | +48.9% | +77.7% | -28.8% | -51.0% |
| 5Y | -51.8% | +72.6% | -124.4% | -81.6% |
| All | -30.1% | +78.8% | -108.9% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling