-99.7%
NAAS vs SPY
+75.1%
-174.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.0% | +0.3% | +26.7% | +26.6% |
| 7D | -17.0% | -2.7% | -14.3% | -13.1% |
| 30D | -35.2% | -5.4% | -29.8% | -29.8% |
| 3M | -41.4% | -4.1% | -37.4% | -37.7% |
| 6M | -11.4% | +0.7% | -12.1% | -11.8% |
| YTD | -42.3% | +8.7% | -51.0% | -47.9% |
| 1Y | -44.6% | +10.9% | -55.5% | -51.4% |
| 3Y | -99.7% | +75.0% | -174.7% | -99.9% |
| All | -99.7% | +75.1% | -174.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling