+2,434.0%
NVO vs SPYM
+814.4%
+1,619.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -7.4% | -2.0% | -5.4% | -6.2% |
| 30D | -5.5% | -1.6% | -3.9% | -4.5% |
| 3M | +4.1% | +4.7% | -0.6% | +0.9% |
| 6M | +19.3% | +12.6% | +6.8% | +10.5% |
| YTD | -9.2% | +11.8% | -21.0% | -15.2% |
| 1Y | -15.0% | +17.5% | -32.6% | -22.9% |
| 3Y | -50.9% | +77.0% | -127.8% | -65.3% |
| 5Y | -0.9% | +82.6% | -83.4% | -32.0% |
| 10Y | +152.4% | +320.3% | -167.9% | +0.6% |
| All | +2,434.0% | +814.4% | +1,619.5% | +504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling