-41.3%
NOV vs SPY
+307.0%
-348.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +3.0% | +2.6% | +0.4% | -0.3% |
| 30D | -3.5% | -2.0% | -1.5% | -1.4% |
| 3M | -12.0% | -2.8% | -9.2% | -9.2% |
| 6M | -10.6% | +2.1% | -12.7% | -13.6% |
| YTD | +17.8% | +11.5% | +6.3% | +1.4% |
| 1Y | +21.2% | +13.5% | +7.7% | +2.0% |
| 3Y | +0.2% | +77.7% | -77.5% | -52.5% |
| 5Y | +45.1% | +72.6% | -27.5% | -30.0% |
| All | -41.3% | +307.0% | -348.3% | -90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling