+513.0%
NOV vs SPY
+1,722.9%
-1,209.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | +0.1% | +0.5% | -0.4% | -0.6% |
| 30D | +8.9% | -0.9% | +9.8% | +10.1% |
| 3M | +1.7% | +3.9% | -2.2% | -3.3% |
| 6M | +16.8% | +14.5% | +2.2% | -1.9% |
| YTD | +38.7% | +12.9% | +25.8% | +18.7% |
| 1Y | +65.5% | +19.4% | +46.1% | +32.4% |
| 3Y | +9.1% | +78.5% | -69.4% | -46.5% |
| 5Y | +85.5% | +81.8% | +3.8% | -13.4% |
| 10Y | -31.2% | +311.5% | -342.8% | -87.1% |
| All | +513.0% | +1,722.9% | -1,209.9% | -66.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling