-92.0%
NVOX vs SPY
+28.2%
-120.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.4% |
| 7D | -14.5% | -2.0% | -12.6% | -11.5% |
| 30D | -12.9% | -1.7% | -11.2% | -10.2% |
| 3M | -0.3% | +4.7% | -5.0% | -9.7% |
| 6M | +19.4% | +12.5% | +6.9% | -5.3% |
| YTD | -40.7% | +11.7% | -52.4% | -51.0% |
| 1Y | -53.1% | +17.5% | -70.6% | -63.7% |
| All | -92.0% | +28.2% | -120.1% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling