+230.9%
SPOT vs NVTS
+32.4%
+198.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | -0.2% |
| 7D | -6.9% | +0.5% | -7.3% | -6.9% |
| 30D | +4.1% | -18.0% | +22.2% | +4.4% |
| 3M | +3.7% | -45.6% | +49.3% | +4.6% |
| 6M | -1.6% | +28.5% | -30.1% | -2.7% |
| YTD | -10.2% | +56.2% | -66.3% | -11.8% |
| 1Y | -25.9% | +97.7% | -123.6% | -28.0% |
| All | +230.9% | +32.4% | +198.5% | +280.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling