-100.0%
NAAS vs SPY
+243.5%
-343.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -4.4% | +2.0% | -6.4% | -5.9% |
| 6M | +47.0% | +13.0% | +34.0% | +34.5% |
| YTD | -10.4% | +13.5% | -24.0% | -18.0% |
| 1Y | -2.3% | +20.0% | -22.3% | -13.7% |
| 3Y | -99.9% | +77.2% | -177.0% | -99.9% |
| 5Y | -99.8% | +81.9% | -181.7% | -99.8% |
| All | -100.0% | +243.5% | -343.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling