+232.7%
SPYM vs NVT
+732.7%
-500.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.9% |
| 7D | +0.6% | +10.4% | -9.8% | -2.6% |
| 30D | -0.9% | -1.3% | +0.4% | -0.9% |
| 3M | +3.9% | -0.6% | +4.5% | +2.8% |
| 6M | +14.5% | +53.8% | -39.2% | -3.0% |
| YTD | +13.0% | +60.2% | -47.2% | -6.2% |
| 1Y | +19.4% | +76.8% | -57.3% | -4.9% |
| 3Y | +78.9% | +191.2% | -112.4% | +12.7% |
| 5Y | +82.3% | +430.9% | -348.6% | -10.7% |
| All | +232.7% | +732.7% | -500.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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