+18.5%
SPGI vs NVTS
-36.0%
+54.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.2% |
| 7D | +1.2% | +3.9% | -2.7% | +1.1% |
| 30D | +15.9% | -4.3% | +20.2% | +15.9% |
| 3M | +12.3% | -34.5% | +46.8% | +13.2% |
| 6M | +23.7% | -57.7% | +81.4% | +25.3% |
| YTD | -3.5% | +25.4% | -28.9% | -6.8% |
| 1Y | +0.4% | +13.1% | -12.7% | -2.8% |
| 3Y | +29.9% | +48.9% | -19.0% | +19.3% |
| 5Y | +15.2% | -51.8% | +67.0% | +3.6% |
| All | +18.5% | -36.0% | +54.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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