-68.2%
NERV vs SPY
+81.8%
-150.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.7% |
| 30D | +2.3% | -0.9% | +3.3% | +2.9% |
| 3M | -5.6% | +3.9% | -9.5% | -7.3% |
| 6M | -27.3% | +14.5% | -41.8% | -31.8% |
| YTD | +8.7% | +12.9% | -4.2% | +2.8% |
| 1Y | +101.4% | +19.4% | +82.0% | +86.8% |
| 3Y | -44.0% | +78.5% | -122.4% | -54.9% |
| 5Y | -68.2% | +81.8% | -150.0% | -72.0% |
| All | -68.2% | +81.8% | -150.0% | -72.0% |
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 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