-96.3%
NNVC vs SPY
+800.2%
-896.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.4% | -2.1% | -4.6% |
| 7D | -9.8% | -4.7% | -5.1% | -7.7% |
| 30D | -7.9% | -5.9% | -1.9% | -5.2% |
| 3M | -9.8% | -4.5% | -5.2% | -7.6% |
| 6M | -11.6% | +1.8% | -13.4% | -11.7% |
| YTD | +14.2% | +8.3% | +5.8% | +11.5% |
| 1Y | -34.5% | +9.3% | -43.9% | -36.3% |
| 3Y | +13.2% | +74.9% | -61.7% | -8.5% |
| 5Y | -72.7% | +67.3% | -140.0% | -77.6% |
| 10Y | -95.0% | +311.6% | -406.5% | -97.3% |
| All | -96.3% | +800.2% | -896.5% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling