-96.2%
NNVC vs SPY
+803.0%
-899.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -0.8% | -2.7% | +2.0% | +0.5% |
| 30D | -8.3% | -5.4% | -2.9% | -5.9% |
| 3M | -5.7% | -4.1% | -1.6% | -3.6% |
| 6M | -9.6% | +0.7% | -10.3% | -9.2% |
| YTD | +16.8% | +8.7% | +8.1% | +13.9% |
| 1Y | -30.5% | +10.9% | -41.4% | -32.8% |
| 3Y | +15.8% | +75.0% | -59.2% | -6.4% |
| 5Y | -72.1% | +67.8% | -139.9% | -77.1% |
| 10Y | -94.8% | +312.9% | -407.7% | -97.3% |
| All | -96.2% | +803.0% | -899.2% | -99.0% |
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