-9.1%
NVTS vs SPY
+80.7%
-89.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +2.1% |
| 7D | -1.4% | -0.8% | -0.7% | +0.6% |
| 30D | -16.5% | -1.1% | -15.4% | -14.1% |
| 3M | -47.6% | +3.9% | -51.5% | -51.5% |
| 6M | +7.3% | +13.6% | -6.3% | -16.7% |
| YTD | +62.9% | +12.7% | +50.2% | +31.9% |
| 1Y | +91.3% | +17.5% | +73.8% | +44.1% |
| 3Y | +43.4% | +76.9% | -33.5% | -53.9% |
| All | -9.1% | +80.7% | -89.8% | -68.0% |
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