-45.0%
NVOX vs SPY
+14.6%
-59.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.2% | +6.6% |
| 7D | +20.6% | -0.7% | +21.3% | +22.1% |
| 30D | +23.6% | -1.0% | +24.7% | +25.8% |
| 3M | -13.5% | -0.3% | -13.2% | -13.5% |
| 6M | -20.9% | +7.3% | -28.3% | -39.0% |
| YTD | -47.9% | +13.3% | -61.2% | -63.2% |
| 1Y | -45.0% | +14.8% | -59.8% | -61.9% |
| All | -45.0% | +14.6% | -59.6% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling