-39.0%
NAII vs SPY
+18.8%
-57.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | -5.7% | -0.4% | -5.3% | -5.3% |
| 30D | -14.2% | -1.4% | -12.8% | -12.9% |
| 3M | -20.3% | +3.7% | -24.0% | -22.6% |
| 6M | -28.8% | +13.0% | -41.8% | -35.9% |
| YTD | -44.1% | +12.4% | -56.5% | -49.3% |
| 1Y | -39.0% | +18.5% | -57.6% | -49.8% |
| All | -39.0% | +18.8% | -57.8% | -49.8% |
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