-81.8%
NAII vs SPY
+311.3%
-393.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.6% |
| 7D | -4.3% | +0.5% | -4.9% | -4.5% |
| 30D | -16.5% | -0.9% | -15.5% | -16.1% |
| 3M | -21.4% | +3.9% | -25.3% | -22.4% |
| 6M | -27.5% | +14.5% | -42.0% | -30.9% |
| YTD | -44.7% | +12.9% | -57.6% | -47.0% |
| 1Y | -41.9% | +19.4% | -61.3% | -45.4% |
| 3Y | -69.1% | +78.5% | -147.5% | -75.0% |
| 5Y | -87.4% | +81.8% | -169.2% | -90.0% |
| 10Y | -81.8% | +311.5% | -393.3% | -89.1% |
| All | -81.8% | +311.3% | -393.1% | -89.1% |
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 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