-8.5%
NAIL vs SPY
+336.9%
-345.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -6.3% |
| 7D | -14.8% | -0.9% | -13.9% | -12.7% |
| 30D | +38.5% | -2.4% | +40.9% | +47.4% |
| 3M | -21.1% | -1.2% | -20.0% | -18.6% |
| 6M | -6.7% | +3.3% | -10.0% | -14.6% |
| YTD | -29.6% | +12.3% | -41.9% | -48.7% |
| 1Y | -38.9% | +12.4% | -51.3% | -55.4% |
| 3Y | -40.8% | +78.8% | -119.6% | -88.7% |
| 5Y | -62.7% | +75.2% | -137.8% | -89.0% |
| 10Y | +60.6% | +311.1% | -250.5% | -91.5% |
| All | -8.5% | +336.9% | -345.4% | -95.7% |
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