+136.0%
NVO vs SPYM
+325.3%
-189.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.7% |
| 7D | -7.6% | -0.8% | -6.8% | -7.1% |
| 30D | -6.0% | -1.1% | -4.9% | -5.3% |
| 3M | -0.8% | +3.9% | -4.7% | -3.4% |
| 6M | +16.5% | +13.6% | +2.8% | +7.3% |
| YTD | -11.1% | +12.7% | -23.9% | -17.4% |
| 1Y | -16.7% | +17.6% | -34.3% | -24.4% |
| 3Y | -52.9% | +77.2% | -130.1% | -66.3% |
| 5Y | -3.0% | +84.1% | -87.1% | -32.5% |
| All | +136.0% | +325.3% | -189.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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