-22.9%
SPOT vs NVTS
+109.2%
-132.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.5% | -3.2% |
| 7D | -0.9% | +2.7% | -3.6% | -0.9% |
| 30D | +12.5% | -4.5% | +16.9% | +12.4% |
| 3M | +9.9% | -61.5% | +71.4% | +11.3% |
| 6M | +1.6% | +28.0% | -26.4% | +1.6% |
| YTD | -6.6% | +65.3% | -71.9% | -8.1% |
| 1Y | -22.9% | +113.0% | -135.9% | -29.2% |
| All | -22.9% | +109.2% | -132.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling