-18.5%
SPGI vs NVTS
+103.9%
-122.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -2.6% |
| 7D | -3.1% | +3.5% | -6.6% | -3.0% |
| 30D | +2.0% | -11.9% | +14.0% | +1.8% |
| 3M | +4.3% | -49.2% | +53.6% | +3.4% |
| 6M | -0.2% | +38.4% | -38.7% | -1.4% |
| YTD | -14.8% | +62.5% | -77.3% | -14.8% |
| 1Y | -18.5% | +101.4% | -119.9% | -21.7% |
| All | -18.5% | +103.9% | -122.4% | -21.7% |
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