-96.1%
NNVC vs SPY
+829.8%
-925.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +4.7% | +3.3% | +1.4% | +3.1% |
| 30D | +2.3% | -2.7% | +5.0% | +3.6% |
| 3M | -1.5% | -1.7% | +0.3% | -0.4% |
| 6M | -10.0% | +3.1% | -13.1% | -10.6% |
| YTD | +19.5% | +11.9% | +7.6% | +14.9% |
| 1Y | -10.0% | +12.0% | -22.0% | -13.3% |
| 3Y | +27.4% | +78.2% | -50.8% | +2.0% |
| 5Y | -71.1% | +73.2% | -144.3% | -76.6% |
| 10Y | -95.1% | +309.6% | -404.8% | -97.4% |
| All | -96.1% | +829.8% | -925.9% | -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