+345.8%
NVDY vs SPY
+91.7%
+254.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -4.4% | -2.0% | -2.4% | -1.2% |
| 30D | +0.1% | -1.7% | +1.8% | +2.9% |
| 3M | +8.0% | +4.7% | +3.2% | +0.4% |
| 6M | +13.0% | +12.5% | +0.5% | -6.2% |
| YTD | +15.0% | +11.7% | +3.3% | -3.3% |
| 1Y | +22.1% | +17.5% | +4.6% | -5.3% |
| 3Y | +237.4% | +76.6% | +160.9% | +42.3% |
| All | +345.8% | +91.7% | +254.1% | +60.1% |
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