+79.9%
SPYM vs NVD
-99.1%
+179.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.5% | -5.1% | -0.1% |
| 7D | -2.0% | +9.0% | -11.0% | -1.0% |
| 30D | -1.6% | -5.5% | +3.8% | -1.9% |
| 3M | +4.7% | -24.6% | +29.4% | +2.6% |
| 6M | +12.6% | -42.1% | +54.6% | +8.1% |
| YTD | +11.8% | -44.3% | +56.1% | +7.5% |
| 1Y | +17.5% | -54.2% | +71.7% | +11.8% |
| 3Y | +77.0% | -99.1% | +176.1% | +22.8% |
| All | +79.9% | -99.1% | +179.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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