-23.8%
SPOT vs NVTS
+105.1%
-129.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | +0.8% |
| 7D | -3.1% | -1.4% | -1.6% | -3.1% |
| 30D | +7.4% | -16.5% | +23.9% | +7.4% |
| 3M | +8.2% | -47.6% | +55.8% | +9.0% |
| 6M | +2.2% | +7.3% | -5.1% | +2.0% |
| YTD | -9.5% | +62.9% | -72.3% | -11.0% |
| 1Y | -23.8% | +91.3% | -115.1% | -30.9% |
| All | -23.8% | +105.1% | -129.0% | -30.9% |
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