-95.2%
NERV vs SPY
+371.4%
-466.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.0% |
| 7D | -5.0% | +2.6% | -7.6% | -6.9% |
| 30D | -2.1% | -2.0% | -0.1% | +0.1% |
| 3M | -41.3% | -2.8% | -38.5% | -39.4% |
| 6M | -58.6% | +2.1% | -60.7% | -58.9% |
| YTD | -42.8% | +11.5% | -54.3% | -47.3% |
| 1Y | -40.3% | +13.5% | -53.7% | -45.8% |
| 3Y | -41.9% | +77.7% | -119.6% | -64.7% |
| 5Y | -78.1% | +72.6% | -150.7% | -86.9% |
| 10Y | -97.9% | +308.2% | -406.0% | -99.5% |
| All | -95.2% | +371.4% | -466.6% | -98.9% |
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