+26.9%
NAD vs SPY
+322.5%
-295.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -3.8% | -0.8% | -3.1% | -3.7% |
| 30D | -5.6% | -1.1% | -4.6% | -5.4% |
| 3M | -6.5% | +3.9% | -10.4% | -7.4% |
| 6M | -5.5% | +13.6% | -19.1% | -8.4% |
| YTD | -3.9% | +12.7% | -16.5% | -6.6% |
| 1Y | 0.0% | +17.5% | -17.5% | -3.9% |
| 3Y | +27.7% | +76.9% | -49.2% | +10.6% |
| 5Y | -9.0% | +83.6% | -92.5% | -22.5% |
| All | +26.9% | +322.5% | -295.6% | -10.7% |
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