-88.9%
NVX vs SPY
+78.1%
-167.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -0.9% | +2.6% | -3.5% | -5.1% |
| 30D | -5.8% | -2.0% | -3.9% | -2.8% |
| 3M | -50.7% | -2.8% | -47.9% | -48.5% |
| 6M | -67.7% | +2.1% | -69.8% | -68.6% |
| YTD | -79.2% | +11.5% | -90.7% | -82.2% |
| 1Y | -80.9% | +13.5% | -94.4% | -84.0% |
| 3Y | -88.9% | +77.7% | -166.6% | -95.5% |
| All | -88.9% | +78.1% | -167.0% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling