-12.9%
NVTS vs SPYG
+83.5%
-96.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.0% | -2.0% |
| 7D | +0.5% | -1.8% | +2.3% | +4.6% |
| 30D | -18.0% | -1.9% | -16.1% | -14.3% |
| 3M | -45.6% | +5.2% | -50.8% | -49.5% |
| 6M | +28.5% | +15.6% | +12.9% | +2.0% |
| YTD | +56.2% | +12.4% | +43.7% | +34.2% |
| 1Y | +97.7% | +17.5% | +80.2% | +60.6% |
| 3Y | +35.0% | +98.1% | -63.1% | -57.1% |
| All | -12.9% | +83.5% | -96.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling