+13.1%
NEOV vs SPY
+77.0%
-63.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.1% |
| 7D | -4.7% | -0.8% | -3.9% | -3.4% |
| 30D | +10.2% | -1.1% | +11.2% | +12.3% |
| 3M | +103.3% | +3.9% | +99.5% | +93.9% |
| 6M | -4.9% | +13.6% | -18.5% | -20.9% |
| YTD | +21.1% | +12.7% | +8.4% | +3.2% |
| 1Y | -25.2% | +17.5% | -42.7% | -39.6% |
| 3Y | +13.1% | +76.9% | -63.8% | -40.5% |
| All | +13.1% | +77.0% | -63.9% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling