-8.0%
NAD vs SPY
+72.2%
-80.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | +6.0% | -3.7% | +9.7% | +7.0% |
| 3M | -7.5% | -2.7% | -4.8% | -6.9% |
| 6M | -6.7% | +2.2% | -8.9% | -7.3% |
| YTD | -5.0% | +10.8% | -15.9% | -7.5% |
| 1Y | -3.6% | +11.2% | -14.8% | -6.2% |
| 3Y | +26.7% | +76.5% | -49.8% | +9.2% |
| 5Y | -8.0% | +72.9% | -80.9% | -21.4% |
| All | -8.0% | +72.2% | -80.2% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling