-10.8%
NVTS vs SPYG
+10.8%
-21.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +4.6% |
| 7D | -0.3% | -2.8% | +2.4% | +10.6% |
| 30D | -24.4% | -6.2% | -18.2% | -3.8% |
| 3M | -26.5% | -3.6% | -22.9% | -14.1% |
| 6M | -41.4% | +4.8% | -46.2% | -45.8% |
| YTD | +30.7% | +11.0% | +19.7% | +5.6% |
| 1Y | -10.8% | +11.2% | -22.0% | -26.7% |
| All | -10.8% | +10.8% | -21.6% | -26.7% |
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