-56.0%
NAAS vs SPY
+12.1%
-68.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.4% | -9.3% | -9.3% |
| 7D | -19.8% | +2.6% | -22.4% | -21.9% |
| 30D | -47.2% | -2.0% | -45.2% | -45.4% |
| 3M | -54.6% | -2.8% | -51.8% | -52.7% |
| 6M | -43.4% | +2.1% | -45.5% | -43.3% |
| YTD | -53.8% | +11.5% | -65.2% | -56.0% |
| 1Y | -56.0% | +13.5% | -69.4% | -58.5% |
| All | -56.0% | +12.1% | -68.0% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling