+8.6%
NAIL vs SPY
+318.9%
-310.3%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -5.0% |
| 7D | -16.8% | -2.0% | -14.8% | -11.2% |
| 30D | -34.1% | -1.7% | -32.4% | -30.2% |
| 3M | -24.9% | +4.7% | -29.6% | -34.0% |
| 6M | -38.3% | +12.5% | -50.8% | -55.3% |
| YTD | -41.1% | +11.7% | -52.9% | -56.5% |
| 1Y | -66.2% | +17.5% | -83.7% | -78.7% |
| 3Y | -57.5% | +76.6% | -134.0% | -91.8% |
| 5Y | -62.3% | +82.0% | -144.3% | -90.6% |
| All | +8.6% | +318.9% | -310.3% | -95.9% |
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