+47.2%
NAIL vs SPY
+308.5%
-261.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.4% | -4.8% | -4.0% |
| 7D | -14.9% | +3.3% | -18.1% | -22.8% |
| 30D | +28.6% | -2.7% | +31.3% | +38.5% |
| 3M | -19.8% | -1.7% | -18.0% | -15.5% |
| 6M | -7.9% | +3.1% | -11.0% | -15.5% |
| YTD | -33.2% | +11.9% | -45.1% | -51.4% |
| 1Y | -41.5% | +12.0% | -53.5% | -57.3% |
| 3Y | -43.8% | +78.2% | -122.0% | -89.9% |
| 5Y | -66.3% | +73.2% | -139.5% | -90.4% |
| All | +47.2% | +308.5% | -261.3% | -96.2% |
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 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