-75.9%
NABL vs SPY
+92.3%
-168.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.6% | -4.6% |
| 7D | +0.8% | +0.5% | +0.2% | +0.3% |
| 30D | -22.8% | -0.9% | -21.9% | -22.0% |
| 3M | +10.6% | +3.9% | +6.7% | +6.9% |
| 6M | -22.7% | +14.5% | -37.2% | -32.3% |
| YTD | -48.5% | +12.9% | -61.5% | -54.2% |
| 1Y | -53.7% | +19.4% | -73.1% | -61.1% |
| 3Y | -71.4% | +78.5% | -149.8% | -83.8% |
| 5Y | -73.8% | +81.8% | -155.6% | -86.3% |
| All | -75.9% | +92.3% | -168.2% | -83.6% |
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