-63.7%
NAGE vs SPY
+14.6%
-78.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +4.5% |
| 7D | -0.8% | -0.7% | -0.1% | +0.3% |
| 30D | -6.0% | -1.0% | -4.9% | -4.5% |
| 3M | -27.4% | -0.3% | -27.0% | -26.9% |
| 6M | -48.9% | +7.3% | -56.2% | -53.7% |
| YTD | -60.4% | +13.3% | -73.7% | -66.7% |
| 1Y | -63.7% | +14.8% | -78.5% | -70.1% |
| All | -63.7% | +14.6% | -78.4% | -70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling