+190.1%
NVEC vs SPY
+318.9%
-128.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.8% |
| 7D | -1.0% | -2.0% | +1.0% | +1.1% |
| 30D | -16.5% | -1.7% | -14.8% | -15.0% |
| 3M | -6.0% | +4.7% | -10.7% | -10.2% |
| 6M | +46.1% | +12.5% | +33.6% | +30.3% |
| YTD | +70.4% | +11.7% | +58.6% | +53.2% |
| 1Y | +56.3% | +17.5% | +38.9% | +33.9% |
| 3Y | +37.2% | +76.6% | -39.4% | -20.5% |
| 5Y | +89.7% | +82.0% | +7.7% | +5.2% |
| All | +190.1% | +318.9% | -128.7% | -29.6% |
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