-96.6%
NNOX vs SPY
+143.5%
-240.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -5.4% |
| 7D | +2.4% | -2.0% | +4.4% | +6.0% |
| 30D | -34.2% | -1.7% | -32.6% | -32.4% |
| 3M | -54.9% | +4.7% | -59.7% | -58.6% |
| 6M | -72.2% | +12.5% | -84.7% | -77.4% |
| YTD | -73.9% | +11.7% | -85.7% | -78.4% |
| 1Y | -80.7% | +17.5% | -98.2% | -85.3% |
| 3Y | -90.2% | +76.6% | -166.8% | -96.1% |
| 5Y | -96.8% | +82.0% | -178.9% | -98.7% |
| All | -96.6% | +143.5% | -240.2% | -99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling