+7.5%
SPGI vs NVTS
-14.2%
+21.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | -2.5% | +9.7% | -12.2% | -2.7% |
| 30D | +5.4% | -13.6% | +19.0% | +5.7% |
| 3M | +9.0% | -51.0% | +60.0% | +10.8% |
| 6M | +0.8% | +46.3% | -45.6% | -2.3% |
| YTD | -12.6% | +68.1% | -80.6% | -16.0% |
| 1Y | -16.1% | +113.9% | -130.0% | -21.0% |
| 3Y | +19.0% | +45.3% | -26.3% | +12.2% |
| All | +7.5% | -14.2% | +21.6% | +1.3% |
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 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