+513.0%
NOV vs SPY
+1,733.0%
-1,220.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | +9.7% | +0.1% | +9.6% | +9.6% |
| 3M | +0.1% | +2.0% | -1.8% | -2.5% |
| 6M | +11.1% | +13.0% | -1.9% | -5.1% |
| YTD | +38.7% | +13.5% | +25.2% | +17.9% |
| 1Y | +64.0% | +20.0% | +44.0% | +30.4% |
| 3Y | +6.7% | +77.2% | -70.5% | -47.2% |
| 5Y | +81.5% | +81.9% | -0.3% | -15.3% |
| 10Y | -27.9% | +314.1% | -341.9% | -86.6% |
| All | +513.0% | +1,733.0% | -1,220.0% | -66.7% |
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 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