-95.7%
NNVC vs SPY
+307.0%
-402.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.5% | -8.8% |
| 7D | -6.8% | +2.6% | -9.4% | -7.5% |
| 30D | -6.1% | -2.0% | -4.1% | -5.5% |
| 3M | -9.6% | -2.8% | -6.8% | -8.6% |
| 6M | -28.5% | +2.1% | -30.6% | -28.6% |
| YTD | +8.8% | +11.5% | -2.6% | +6.7% |
| 1Y | -8.9% | +13.5% | -22.4% | -11.0% |
| 3Y | +2.5% | +77.7% | -75.2% | -5.5% |
| 5Y | -73.7% | +72.6% | -146.3% | -76.8% |
| All | -95.7% | +307.0% | -402.7% | -97.1% |
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