-96.5%
NNVC vs SPY
+313.2%
-409.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -9.7% | +0.1% | -9.8% | -9.7% |
| 30D | -21.7% | +0.1% | -21.7% | -21.7% |
| 3M | -25.3% | +2.0% | -27.3% | -25.7% |
| 6M | +16.7% | +13.0% | +3.7% | +13.4% |
| YTD | -0.9% | +13.5% | -14.4% | -3.6% |
| 1Y | -18.8% | +20.0% | -38.8% | -21.8% |
| 3Y | -22.8% | +77.2% | -99.9% | -29.6% |
| 5Y | -72.1% | +81.9% | -154.0% | -75.4% |
| All | -96.5% | +313.2% | -409.6% | -97.5% |
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