+265.7%
NAD vs SPY
+844.5%
-578.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -2.3% | +3.3% | -5.6% | -2.9% |
| 30D | +3.1% | -2.7% | +5.7% | +3.6% |
| 3M | -9.0% | -1.7% | -7.2% | -8.7% |
| 6M | -8.5% | +3.1% | -11.6% | -9.0% |
| YTD | -7.2% | +11.9% | -19.1% | -9.2% |
| 1Y | -6.4% | +12.0% | -18.4% | -8.4% |
| 3Y | +23.8% | +78.2% | -54.4% | +11.0% |
| 5Y | -10.9% | +73.2% | -84.1% | -20.1% |
| 10Y | +32.6% | +309.6% | -277.1% | +1.7% |
| All | +265.7% | +844.5% | -578.8% | +137.5% |
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