-72.6%
NNVC vs SPY
+67.4%
-140.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.0% |
| 7D | -0.8% | -2.7% | +2.0% | +2.1% |
| 30D | -8.3% | -5.4% | -2.9% | -2.8% |
| 3M | -5.7% | -4.1% | -1.6% | -1.0% |
| 6M | -9.6% | +0.7% | -10.3% | -8.9% |
| YTD | +16.8% | +8.7% | +8.1% | +10.3% |
| 1Y | -30.5% | +10.9% | -41.4% | -35.5% |
| 3Y | +15.8% | +75.0% | -59.2% | -29.6% |
| All | -72.6% | +67.4% | -140.0% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling