+35.3%
NAD vs SPY
+311.8%
-276.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | +6.5% | -2.4% | +8.8% | +7.0% |
| 3M | -7.1% | -1.2% | -6.0% | -6.9% |
| 6M | -7.0% | +3.3% | -10.3% | -7.8% |
| YTD | -5.3% | +12.3% | -17.6% | -8.0% |
| 1Y | -4.7% | +12.4% | -17.2% | -7.5% |
| 3Y | +26.4% | +78.8% | -52.5% | +9.1% |
| 5Y | -8.7% | +75.2% | -83.9% | -21.4% |
| 10Y | +35.3% | +311.1% | -275.8% | -7.3% |
| All | +35.3% | +311.8% | -276.4% | -7.3% |
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