-100.0%
NAAS vs SPY
+241.6%
-341.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.8% |
| 7D | -1.9% | +0.5% | -2.4% | -2.3% |
| 30D | -10.5% | -0.9% | -9.6% | -9.9% |
| 3M | +1.6% | +3.9% | -2.2% | -1.2% |
| 6M | +57.4% | +14.5% | +42.8% | +42.6% |
| YTD | -8.3% | +12.9% | -21.2% | -15.8% |
| 1Y | +10.3% | +19.4% | -9.0% | -2.2% |
| 3Y | -99.8% | +78.5% | -178.3% | -99.9% |
| 5Y | -99.8% | +81.8% | -181.5% | -99.8% |
| All | -100.0% | +241.6% | -341.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling