-76.2%
NAII vs SPY
+2,860.3%
-2,936.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -8.0% | +0.1% | -8.0% | -7.9% |
| 3M | -17.8% | +2.0% | -19.8% | -18.2% |
| 6M | -24.9% | +13.0% | -37.9% | -27.5% |
| YTD | -41.9% | +13.5% | -55.4% | -44.0% |
| 1Y | -45.4% | +20.0% | -65.4% | -48.2% |
| 3Y | -66.3% | +77.2% | -143.5% | -71.8% |
| 5Y | -87.5% | +81.9% | -169.4% | -89.7% |
| 10Y | -79.7% | +314.1% | -393.8% | -86.8% |
| All | -76.2% | +2,860.3% | -2,936.5% | -93.2% |
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