-47.3%
NEOV vs SPY
+79.8%
-127.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.6% |
| 7D | -3.9% | -2.0% | -1.9% | -2.3% |
| 30D | +13.3% | -1.7% | +14.9% | +15.0% |
| 3M | +89.2% | +4.7% | +84.4% | +83.7% |
| 6M | -1.1% | +12.5% | -13.6% | -8.6% |
| YTD | +20.7% | +11.7% | +9.0% | +12.7% |
| 1Y | -18.6% | +17.5% | -36.1% | -26.1% |
| 3Y | +21.5% | +76.6% | -55.0% | -3.1% |
| 5Y | -47.3% | +82.0% | -129.4% | -57.4% |
| All | -47.3% | +79.8% | -127.1% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling