-76.5%
NVX vs SPY
+20.8%
-97.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +6.1% |
| 7D | -14.2% | +0.1% | -14.4% | -14.5% |
| 30D | -24.8% | +0.1% | -24.8% | -25.0% |
| 3M | -55.1% | +2.0% | -57.1% | -56.9% |
| 6M | -67.1% | +13.0% | -80.1% | -73.9% |
| YTD | -70.2% | +13.5% | -83.7% | -76.2% |
| 1Y | -76.5% | +20.0% | -96.5% | -79.0% |
| All | -76.5% | +20.8% | -97.3% | -79.0% |
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