+113.0%
NVTS vs SPYG
+22.6%
+90.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.8% |
| 7D | +2.7% | +0.4% | +2.3% | +1.4% |
| 30D | -4.5% | -0.4% | -4.0% | -2.8% |
| 3M | -61.5% | +0.5% | -62.1% | -60.1% |
| 6M | +28.0% | +17.5% | +10.5% | -18.2% |
| YTD | +65.3% | +14.3% | +50.9% | +18.3% |
| 1Y | +113.0% | +21.7% | +91.3% | +38.8% |
| All | +113.0% | +22.6% | +90.4% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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