+43.3%
NVEC vs SPY
+78.7%
-35.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +4.3% | +0.5% | +3.7% | +3.5% |
| 30D | -19.0% | -0.9% | -18.1% | -18.1% |
| 3M | -3.8% | +3.9% | -7.6% | -8.2% |
| 6M | +55.3% | +14.5% | +40.8% | +31.9% |
| YTD | +78.0% | +12.9% | +65.0% | +54.0% |
| 1Y | +60.1% | +19.4% | +40.7% | +29.7% |
| 3Y | +43.3% | +78.5% | -35.1% | -24.6% |
| All | +43.3% | +78.7% | -35.4% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling