-73.5%
NAGE vs SPY
+708.3%
-781.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -0.6% | -0.9% | +0.3% | -0.2% |
| 3M | -8.0% | +3.9% | -11.9% | -9.8% |
| 6M | -38.7% | +14.5% | -53.3% | -42.8% |
| YTD | -51.3% | +12.9% | -64.2% | -54.1% |
| 1Y | -67.2% | +19.4% | -86.6% | -70.0% |
| 3Y | +101.3% | +78.5% | +22.8% | +55.0% |
| 5Y | -59.9% | +81.8% | -141.6% | -69.0% |
| 10Y | -2.2% | +311.5% | -313.7% | -37.0% |
| All | -73.5% | +708.3% | -781.8% | -71.4% |
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