-98.7%
NVX vs SPY
+78.3%
-177.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | +1.0% |
| 7D | -1.0% | -0.8% | -0.2% | +0.3% |
| 30D | -30.7% | -1.1% | -29.6% | -29.6% |
| 3M | -56.2% | +3.9% | -60.0% | -58.6% |
| 6M | -65.9% | +13.6% | -79.5% | -71.6% |
| YTD | -70.5% | +12.7% | -83.2% | -74.8% |
| 1Y | -76.5% | +17.5% | -94.0% | -81.3% |
| 3Y | -84.6% | +76.9% | -161.5% | -93.3% |
| All | -98.7% | +78.3% | -177.0% | -99.4% |
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