+18.5%
SPGI vs NVTS
-32.9%
+51.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.5% |
| 7D | +1.6% | +9.6% | -8.0% | +1.3% |
| 30D | +16.1% | -13.0% | +29.1% | +16.3% |
| 3M | +15.5% | -28.8% | +44.2% | +16.1% |
| 6M | +19.6% | -48.5% | +68.1% | +20.3% |
| YTD | -3.6% | +31.4% | -35.0% | -7.0% |
| 1Y | +2.2% | -2.3% | +4.5% | -0.5% |
| 3Y | +30.1% | +49.8% | -19.7% | +19.9% |
| 5Y | +14.9% | -43.2% | +58.1% | +4.9% |
| All | +18.5% | -32.9% | +51.4% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling