+91.3%
NVTS vs SPY
+18.1%
+73.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.5% | +0.3% |
| 7D | -1.4% | -0.8% | -0.7% | +2.3% |
| 30D | -16.5% | -1.1% | -15.4% | -12.4% |
| 3M | -47.6% | +3.9% | -51.5% | -55.3% |
| 6M | +7.3% | +13.6% | -6.3% | -34.6% |
| YTD | +62.9% | +12.7% | +50.2% | +6.3% |
| 1Y | +91.3% | +17.5% | +73.8% | +5.2% |
| All | +91.3% | +18.1% | +73.2% | +5.2% |
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 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