+803.0%
NOVT vs SPY
+861.4%
-58.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.6% |
| 7D | -2.3% | -2.0% | -0.3% | -0.2% |
| 30D | -14.2% | -1.7% | -12.5% | -12.6% |
| 3M | -6.9% | +4.7% | -11.6% | -11.0% |
| 6M | +16.9% | +12.5% | +4.4% | +4.2% |
| YTD | +20.9% | +11.7% | +9.2% | +8.8% |
| 1Y | +25.2% | +17.5% | +7.7% | +7.5% |
| 3Y | -9.0% | +76.6% | -85.6% | -46.9% |
| 5Y | -5.3% | +82.0% | -87.4% | -45.1% |
| 10Y | +773.8% | +317.1% | +456.6% | +140.1% |
| All | +803.0% | +861.4% | -58.4% | +39.9% |
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