-92.0%
NAII vs SPY
+308.5%
-400.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.6% |
| 7D | -15.2% | +3.3% | -18.5% | -16.1% |
| 30D | -17.4% | -2.7% | -14.7% | -16.6% |
| 3M | -54.8% | -1.7% | -53.0% | -54.5% |
| 6M | -64.9% | +3.1% | -68.0% | -65.3% |
| YTD | -73.5% | +11.9% | -85.4% | -74.5% |
| 1Y | -66.2% | +12.0% | -78.2% | -67.5% |
| 3Y | -85.2% | +78.2% | -163.4% | -88.0% |
| 5Y | -93.4% | +73.2% | -166.7% | -94.7% |
| All | -92.0% | +308.5% | -400.5% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling