-42.7%
NEOV vs SPY
+14.6%
-57.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.7% | +8.0% | +5.2% |
| 7D | -0.9% | -0.7% | -0.2% | +1.4% |
| 30D | -23.0% | -1.0% | -21.9% | -20.2% |
| 3M | -9.9% | -0.3% | -9.5% | -8.2% |
| 6M | -11.6% | +7.3% | -19.0% | -24.1% |
| YTD | -25.0% | +13.3% | -38.3% | -40.8% |
| 1Y | -42.7% | +14.8% | -57.5% | -55.0% |
| All | -42.7% | +14.6% | -57.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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