+278.3%
NVR vs SPY
+307.0%
-28.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | -7.1% | +2.6% | -9.7% | -9.3% |
| 30D | +2.1% | -2.0% | +4.1% | +3.7% |
| 3M | -8.2% | -2.8% | -5.4% | -6.1% |
| 6M | +2.3% | +2.1% | +0.2% | -0.3% |
| YTD | -19.7% | +11.5% | -31.2% | -28.2% |
| 1Y | -19.3% | +13.5% | -32.8% | -29.1% |
| 3Y | -2.9% | +77.7% | -80.6% | -46.6% |
| 5Y | +11.4% | +72.6% | -61.2% | -36.8% |
| All | +278.3% | +307.0% | -28.7% | -5.3% |
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