+25.0%
NOV vs SPY
+14.6%
+10.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -3.5% |
| 7D | -6.4% | -0.7% | -5.7% | -6.0% |
| 30D | -7.6% | -1.0% | -6.6% | -7.0% |
| 3M | -9.4% | -0.3% | -9.1% | -9.3% |
| 6M | -8.4% | +7.3% | -15.8% | -12.9% |
| YTD | +17.4% | +13.3% | +4.1% | +8.3% |
| 1Y | +25.0% | +14.8% | +10.2% | +13.7% |
| All | +25.0% | +14.6% | +10.4% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling