+133.4%
NUMV vs SPY
+295.5%
-162.0%
-43.5%
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% | -0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | +3.1% | +2.0% | +1.1% | +1.0% |
| 6M | +9.5% | +13.0% | -3.6% | -2.6% |
| YTD | +14.5% | +13.5% | +1.0% | +1.4% |
| 1Y | +18.7% | +20.0% | -1.2% | -0.3% |
| 3Y | +56.5% | +77.2% | -20.7% | -10.5% |
| 5Y | +41.5% | +81.9% | -40.3% | -21.4% |
| All | +133.4% | +295.5% | -162.0% | -29.7% |
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