+14.5%
NVYY vs SPY
+31.4%
-17.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | -3.8% | +2.6% | -6.4% | -6.1% |
| 30D | -10.5% | -2.0% | -8.6% | -8.8% |
| 3M | -15.9% | -2.8% | -13.1% | -13.6% |
| 6M | -17.2% | +2.1% | -19.3% | -19.4% |
| YTD | -13.0% | +11.5% | -24.5% | -23.8% |
| 1Y | -14.3% | +13.5% | -27.8% | -26.4% |
| All | +14.5% | +31.4% | -17.0% | -14.3% |
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