-95.0%
NNVC vs SPY
+311.8%
-406.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | +7.8% | -2.4% | +10.2% | +8.6% |
| 3M | +1.5% | -1.2% | +2.6% | +2.0% |
| 6M | -7.4% | +3.3% | -10.7% | -7.8% |
| YTD | +22.1% | +12.3% | +9.8% | +19.5% |
| 1Y | -13.2% | +12.4% | -25.7% | -15.1% |
| 3Y | +30.2% | +78.8% | -48.6% | +19.7% |
| 5Y | -70.1% | +75.2% | -145.3% | -73.7% |
| 10Y | -95.0% | +311.1% | -406.1% | -96.8% |
| All | -95.0% | +311.8% | -406.8% | -96.8% |
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 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