+294.2%
NAD vs SPY
+858.4%
-564.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | -1.3% | +2.0% | -3.3% | -1.7% |
| 6M | -2.1% | +13.0% | -15.1% | -4.3% |
| YTD | 0.0% | +13.5% | -13.6% | -2.4% |
| 1Y | +8.4% | +20.0% | -11.5% | +4.8% |
| 3Y | +29.5% | +77.2% | -47.6% | +16.3% |
| 5Y | -5.2% | +81.9% | -87.1% | -15.8% |
| 10Y | +28.9% | +314.1% | -285.1% | -1.3% |
| All | +294.2% | +858.4% | -564.2% | +155.4% |
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 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