+11.7%
SPGI vs NVTS
-44.6%
+56.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.5% | -10.5% | -1.2% |
| 7D | +0.3% | +1.5% | -1.3% | +0.2% |
| 30D | +18.4% | -23.8% | +42.2% | +19.0% |
| 3M | +15.7% | -30.6% | +46.3% | +16.5% |
| 6M | +17.3% | -48.4% | +65.7% | +17.8% |
| YTD | -4.7% | +20.6% | -25.3% | -7.9% |
| 1Y | +1.8% | -2.5% | +4.4% | -1.1% |
| 3Y | +31.7% | +44.0% | -12.3% | +20.8% |
| All | +11.7% | -44.6% | +56.3% | +2.5% |
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