+12.4%
SPGI vs NVTS
-38.4%
+50.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.3% | -10.6% | +0.4% |
| 7D | -0.9% | +20.8% | -21.7% | -1.4% |
| 30D | +15.5% | -11.1% | +26.6% | +15.7% |
| 3M | +15.7% | -31.0% | +46.7% | +16.5% |
| 6M | +19.1% | -47.4% | +66.4% | +19.7% |
| YTD | -4.1% | +34.2% | -38.2% | -7.5% |
| 1Y | +1.2% | +22.2% | -21.0% | -2.4% |
| 3Y | +31.6% | +68.4% | -36.8% | +19.7% |
| 5Y | +12.4% | -39.0% | +51.5% | +3.0% |
| All | +12.4% | -38.4% | +50.8% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling