+81.2%
SPYM vs NVTS
-14.2%
+95.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.6% |
| 7D | +0.6% | +9.7% | -9.1% | +0.1% |
| 30D | -0.9% | -13.6% | +12.7% | -0.3% |
| 3M | +3.9% | -51.0% | +54.9% | +6.9% |
| 6M | +14.5% | +46.3% | -31.8% | +10.3% |
| YTD | +13.0% | +68.1% | -55.1% | +7.4% |
| 1Y | +19.4% | +113.9% | -94.5% | +11.0% |
| 3Y | +78.9% | +45.3% | +33.6% | +65.3% |
| All | +81.2% | -14.2% | +95.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling