+274.5%
NAD vs SPY
+835.5%
-561.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | -7.5% | -2.7% | -4.8% | -7.0% |
| 6M | -6.7% | +2.2% | -8.9% | -7.1% |
| YTD | -5.0% | +10.8% | -15.9% | -6.9% |
| 1Y | -3.6% | +11.2% | -14.8% | -5.5% |
| 3Y | +26.7% | +76.5% | -49.8% | +13.8% |
| 5Y | -8.0% | +72.9% | -80.9% | -17.5% |
| 10Y | +35.2% | +304.8% | -269.6% | +4.0% |
| All | +274.5% | +835.5% | -561.1% | +143.6% |
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