-3.8%
NOVT vs SPY
+82.3%
-86.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -0.1% |
| 30D | -12.3% | -1.1% | -11.2% | -10.8% |
| 3M | -9.8% | +3.9% | -13.6% | -14.5% |
| 6M | +16.0% | +13.6% | +2.4% | -3.0% |
| YTD | +23.2% | +12.7% | +10.5% | +4.3% |
| 1Y | +24.2% | +17.5% | +6.7% | -0.3% |
| 3Y | -7.9% | +76.9% | -84.8% | -57.3% |
| All | -3.8% | +82.3% | -86.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling