-99.1%
NVNI vs SPY
+69.9%
-169.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.3% |
| 7D | -6.8% | -0.4% | -6.5% | -6.6% |
| 30D | -11.5% | -1.4% | -10.1% | -10.8% |
| 3M | -9.7% | +3.7% | -13.4% | -11.2% |
| 6M | -31.6% | +13.0% | -44.6% | -35.2% |
| YTD | -65.9% | +12.4% | -78.3% | -67.6% |
| 1Y | -82.7% | +18.5% | -101.2% | -83.8% |
| 3Y | -99.2% | +77.6% | -176.8% | -99.3% |
| All | -99.1% | +69.9% | -169.0% | -99.2% |
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