+43.0%
NVTS vs SPY
+76.5%
-33.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.0% |
| 7D | +3.5% | -0.4% | +3.8% | +4.4% |
| 30D | -11.9% | -1.4% | -10.5% | -8.4% |
| 3M | -49.2% | +3.7% | -52.9% | -53.0% |
| 6M | +38.4% | +13.0% | +25.4% | +6.2% |
| YTD | +62.5% | +12.4% | +50.1% | +29.4% |
| 1Y | +101.4% | +18.5% | +82.9% | +45.4% |
| All | +43.0% | +76.5% | -33.5% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling