-9.1%
NVTS vs SPYG
+85.0%
-94.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +2.5% |
| 7D | -1.4% | -0.9% | -0.6% | +0.6% |
| 30D | -16.5% | -1.5% | -15.0% | -13.5% |
| 3M | -47.6% | +3.7% | -51.4% | -50.1% |
| 6M | +7.3% | +16.4% | -9.1% | -16.2% |
| YTD | +62.9% | +13.3% | +49.6% | +37.6% |
| 1Y | +91.3% | +17.9% | +73.4% | +54.1% |
| 3Y | +43.4% | +98.3% | -54.9% | -54.6% |
| All | -9.1% | +85.0% | -94.1% | -62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling