+139.5%
NUMV vs SPY
+291.1%
-151.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.7% |
| 7D | -0.2% | -0.9% | +0.7% | +0.5% |
| 30D | +4.4% | -2.4% | +6.8% | +6.6% |
| 3M | +0.8% | -1.2% | +1.9% | +1.7% |
| 6M | +10.4% | +3.3% | +7.1% | +6.6% |
| YTD | +17.5% | +12.3% | +5.2% | +4.9% |
| 1Y | +19.4% | +12.4% | +7.0% | +6.5% |
| 3Y | +74.3% | +78.8% | -4.5% | -1.4% |
| 5Y | +38.9% | +75.2% | -36.2% | -20.1% |
| All | +139.5% | +291.1% | -151.6% | -27.2% |
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