+33.1%
NOVTU vs SPY
+16.0%
+17.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -3.7% |
| 7D | -3.2% | -0.7% | -2.5% | -2.1% |
| 30D | -2.4% | -1.0% | -1.4% | -0.6% |
| 3M | -8.0% | -0.3% | -7.6% | -7.3% |
| 6M | +10.9% | +7.3% | +3.5% | +0.7% |
| YTD | +16.5% | +13.3% | +3.1% | -2.1% |
| All | +33.1% | +16.0% | +17.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling