+252.8%
SPOT vs NVS
+155.6%
+97.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.1% | -14.3% | +11.2% | +1.5% |
| 30D | +7.4% | -10.0% | +17.3% | +10.6% |
| 3M | +8.2% | -10.9% | +19.1% | +11.7% |
| 6M | +2.2% | -12.0% | +14.2% | +5.7% |
| YTD | -9.5% | +2.5% | -12.0% | -11.5% |
| 1Y | -23.8% | +10.7% | -34.5% | -27.8% |
| 3Y | +233.5% | +53.3% | +180.2% | +173.0% |
| 5Y | +112.2% | +93.6% | +18.6% | +54.2% |
| All | +252.8% | +155.6% | +97.2% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling