+563.4%
SPMO vs NVS
+150.8%
+412.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.1% | -15.7% | +15.8% | +5.8% |
| 30D | -0.7% | -11.1% | +10.4% | +2.6% |
| 3M | +2.8% | -7.2% | +10.0% | +4.1% |
| 6M | +24.4% | -12.3% | +36.8% | +28.6% |
| YTD | +24.2% | +2.8% | +21.4% | +20.0% |
| 1Y | +24.5% | +11.9% | +12.6% | +15.8% |
| 3Y | +155.6% | +55.1% | +100.5% | +100.7% |
| 5Y | +148.2% | +94.1% | +54.1% | +71.2% |
| 10Y | +514.8% | +181.2% | +333.6% | +284.0% |
| All | +563.4% | +150.8% | +412.6% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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