-40.3%
NERV vs SPY
+12.1%
-52.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.7% |
| 7D | -5.0% | +2.6% | -7.6% | -8.6% |
| 30D | -2.1% | -2.0% | -0.1% | +1.4% |
| 3M | -41.3% | -2.8% | -38.5% | -38.3% |
| 6M | -58.6% | +2.1% | -60.7% | -59.6% |
| YTD | -42.8% | +11.5% | -54.3% | -48.9% |
| 1Y | -40.3% | +13.5% | -53.7% | -46.5% |
| All | -40.3% | +12.1% | -52.3% | -46.5% |
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 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