-25.3%
NVTS vs SPY
+79.4%
-104.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.7% | -4.1% |
| 7D | +21.6% | +3.3% | +18.3% | +12.4% |
| 30D | -8.5% | -2.7% | -5.8% | +1.4% |
| 3M | -31.4% | -1.7% | -29.6% | -25.4% |
| 6M | -50.3% | +3.1% | -53.4% | -50.2% |
| YTD | +33.9% | +11.9% | +22.0% | +14.6% |
| 1Y | +10.6% | +12.0% | -1.3% | -4.8% |
| 3Y | +52.7% | +78.2% | -25.5% | -50.1% |
| 5Y | -48.5% | +73.2% | -121.7% | -80.5% |
| All | -25.3% | +79.4% | -104.7% | -72.2% |
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