+0.8%
SPGI vs NVTS
+3.1%
-2.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.1% | +3.7% | -1.5% |
| 7D | -0.8% | +21.6% | -22.5% | -0.3% |
| 30D | +14.3% | -8.5% | +22.8% | +14.2% |
| 3M | +14.5% | -31.4% | +45.9% | +13.8% |
| 6M | +17.3% | -50.3% | +67.6% | +15.5% |
| YTD | -4.6% | +33.9% | -38.5% | -5.4% |
| 1Y | +0.8% | +10.6% | -9.9% | -0.8% |
| All | +0.8% | +3.1% | -2.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling