+839,672.0%
NVR vs SPY
+2,954.7%
+836,717.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.1% |
| 7D | +5.7% | -2.7% | +8.4% | +8.2% |
| 30D | +6.2% | -5.4% | +11.6% | +11.5% |
| 3M | -0.1% | -4.1% | +4.0% | +3.5% |
| 6M | +3.3% | +0.7% | +2.5% | +2.0% |
| YTD | -13.6% | +8.7% | -22.3% | -20.8% |
| 1Y | -12.5% | +10.9% | -23.3% | -21.3% |
| 3Y | +6.4% | +75.0% | -68.6% | -39.2% |
| 5Y | +23.8% | +67.8% | -44.0% | -26.0% |
| 10Y | +319.0% | +312.9% | +6.1% | +7.7% |
| All | +839,672.0% | +2,954.7% | +836,717.3% | +646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling