+40.1%
NVII vs SPY
+29.3%
+10.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -9.0% |
| 7D | -14.0% | +0.1% | -14.0% | -13.9% |
| 30D | -24.7% | -3.3% | -21.4% | -19.1% |
| 3M | -20.5% | -2.4% | -18.0% | -16.0% |
| 6M | -18.7% | +2.6% | -21.3% | -21.3% |
| YTD | -4.8% | +11.2% | -16.0% | -20.2% |
| 1Y | -3.3% | +13.4% | -16.7% | -21.6% |
| All | +40.1% | +29.3% | +10.8% | -10.3% |
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 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