-92.3%
NVOX vs SPY
+29.3%
-121.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -6.0% |
| 7D | -15.0% | -0.8% | -14.2% | -13.8% |
| 30D | -14.2% | -1.1% | -13.1% | -12.5% |
| 3M | -9.7% | +3.9% | -13.6% | -16.9% |
| 6M | +13.3% | +13.6% | -0.4% | -11.8% |
| YTD | -43.4% | +12.7% | -56.1% | -53.9% |
| 1Y | -55.0% | +17.5% | -72.5% | -65.2% |
| All | -92.3% | +29.3% | -121.6% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling