+185.3%
NEOV vs SPY
+181.8%
+3.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -4.7% | -0.8% | -3.9% | -4.1% |
| 30D | +10.2% | -1.1% | +11.2% | +11.1% |
| 3M | +103.3% | +3.9% | +99.5% | +99.3% |
| 6M | -4.9% | +13.6% | -18.5% | -12.0% |
| YTD | +21.1% | +12.7% | +8.4% | +13.3% |
| 1Y | -25.2% | +17.5% | -42.7% | -31.5% |
| 3Y | +13.1% | +76.9% | -63.8% | -9.3% |
| 5Y | -47.2% | +83.6% | -130.8% | -57.5% |
| All | +185.3% | +181.8% | +3.5% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling