-72.7%
NNVC vs SPY
+81.8%
-154.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.0% | -3.1% |
| 7D | -10.7% | +0.5% | -11.3% | -11.2% |
| 30D | -23.9% | -0.9% | -23.0% | -23.3% |
| 3M | -24.5% | +3.9% | -28.4% | -27.0% |
| 6M | +12.5% | +14.5% | -2.0% | +0.5% |
| YTD | -4.4% | +12.9% | -17.3% | -13.3% |
| 1Y | -25.0% | +19.4% | -44.4% | -34.7% |
| 3Y | -20.0% | +78.5% | -98.5% | -51.5% |
| 5Y | -72.7% | +81.8% | -154.5% | -82.9% |
| All | -72.7% | +81.8% | -154.5% | -82.9% |
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