-9.4%
NVTS vs SPY
+80.2%
-89.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.1% |
| 7D | +3.5% | -0.4% | +3.8% | +4.3% |
| 30D | -11.9% | -1.4% | -10.5% | -8.8% |
| 3M | -49.2% | +3.7% | -52.9% | -52.6% |
| 6M | +38.4% | +13.0% | +25.4% | +8.7% |
| YTD | +62.5% | +12.4% | +50.1% | +32.3% |
| 1Y | +101.4% | +18.5% | +82.9% | +48.8% |
| 3Y | +40.4% | +77.6% | -37.2% | -55.3% |
| All | -9.4% | +80.2% | -89.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling