-90.8%
NERV vs SPY
+380.1%
-470.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.2% |
| 7D | -8.5% | +0.1% | -8.6% | -8.5% |
| 30D | +1.8% | +0.1% | +1.8% | +1.8% |
| 3M | -7.3% | +2.0% | -9.3% | -8.9% |
| 6M | -35.1% | +13.0% | -48.2% | -41.5% |
| YTD | +10.2% | +13.5% | -3.3% | -0.8% |
| 1Y | +91.8% | +20.0% | +71.8% | +65.4% |
| 3Y | -47.1% | +77.2% | -124.3% | -68.0% |
| 5Y | -69.1% | +81.9% | -150.9% | -82.7% |
| 10Y | -95.4% | +314.1% | -409.5% | -98.9% |
| All | -90.8% | +380.1% | -470.9% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling