-100.0%
NAAS vs SPY
+238.5%
-338.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.1% |
| 7D | +12.7% | +3.3% | +9.4% | +9.9% |
| 30D | -44.2% | -2.7% | -41.5% | -42.9% |
| 3M | -48.5% | -1.7% | -46.8% | -47.7% |
| 6M | -27.6% | +3.1% | -30.7% | -29.1% |
| YTD | -48.8% | +11.9% | -60.7% | -52.6% |
| 1Y | -51.4% | +12.0% | -63.4% | -55.0% |
| 3Y | -99.7% | +78.2% | -177.9% | -99.8% |
| 5Y | -99.8% | +73.2% | -173.1% | -99.9% |
| All | -100.0% | +238.5% | -338.5% | -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