-98.0%
NA vs SPY
+108.4%
-206.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +5.8% | -2.0% | +7.8% | +7.3% |
| 30D | +29.5% | -1.7% | +31.2% | +31.2% |
| 3M | +19.1% | +4.7% | +14.4% | +15.6% |
| 6M | -24.8% | +12.5% | -37.3% | -31.3% |
| YTD | -24.8% | +11.7% | -36.5% | -30.9% |
| 1Y | -51.2% | +17.5% | -68.7% | -56.7% |
| 3Y | -81.3% | +76.6% | -157.9% | -89.2% |
| All | -98.0% | +108.4% | -206.4% | -99.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling