-99.1%
NVD vs SPY
+79.8%
-178.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +3.7% |
| 7D | +10.8% | -0.8% | +11.6% | +7.6% |
| 30D | +0.8% | -1.1% | +1.8% | -2.5% |
| 3M | -20.8% | +3.9% | -24.7% | -4.4% |
| 6M | -41.2% | +13.6% | -54.8% | +6.7% |
| YTD | -44.2% | +12.7% | -56.9% | +0.6% |
| 1Y | -54.2% | +17.5% | -71.7% | +1.9% |
| 3Y | -99.1% | +76.9% | -176.0% | -85.3% |
| All | -99.1% | +79.8% | -178.9% | -84.3% |
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