-99.1%
NVX vs SPY
+76.4%
-175.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -0.9% | +2.6% | -3.5% | -4.9% |
| 30D | -5.8% | -2.0% | -3.9% | -3.0% |
| 3M | -50.7% | -2.8% | -47.9% | -48.6% |
| 6M | -67.7% | +2.1% | -69.8% | -68.5% |
| YTD | -79.2% | +11.5% | -90.7% | -82.0% |
| 1Y | -80.9% | +13.5% | -94.4% | -83.8% |
| 3Y | -88.9% | +77.7% | -166.6% | -95.2% |
| All | -99.1% | +76.4% | -175.5% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling