-7.2%
NAIL vs SPY
+341.8%
-349.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +2.1% |
| 7D | -7.9% | +0.1% | -8.0% | -8.1% |
| 30D | -21.4% | +0.1% | -21.5% | -21.2% |
| 3M | -9.3% | +2.0% | -11.2% | -13.6% |
| 6M | -38.5% | +13.0% | -51.5% | -55.5% |
| YTD | -28.6% | +13.5% | -42.1% | -49.3% |
| 1Y | -60.6% | +20.0% | -80.6% | -76.4% |
| 3Y | -53.9% | +77.2% | -131.0% | -90.6% |
| 5Y | -59.1% | +81.9% | -141.0% | -89.1% |
| 10Y | +21.9% | +314.1% | -292.2% | -93.6% |
| All | -7.2% | +341.8% | -349.0% | -95.8% |
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 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