+3,117.8%
NVEC vs SPY
+2,413.4%
+704.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -20.8% | +0.1% | -20.9% | -20.9% |
| 3M | -7.2% | +2.0% | -9.2% | -8.5% |
| 6M | +47.9% | +13.0% | +34.9% | +33.5% |
| YTD | +75.2% | +13.5% | +61.7% | +57.6% |
| 1Y | +61.6% | +20.0% | +41.7% | +38.8% |
| 3Y | +33.0% | +77.2% | -44.2% | -17.8% |
| 5Y | +86.7% | +81.9% | +4.9% | +11.4% |
| 10Y | +194.7% | +314.1% | -119.4% | -12.9% |
| All | +3,117.8% | +2,413.4% | +704.4% | -96.0% |
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