+95.2%
NANC vs SPY
+93.4%
+1.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.1% |
| 7D | +2.1% | +2.6% | -0.5% | -0.7% |
| 30D | -5.3% | -2.0% | -3.4% | -3.2% |
| 3M | -6.9% | -2.8% | -4.1% | -3.9% |
| 6M | +1.0% | +2.1% | -1.1% | -1.0% |
| YTD | +7.5% | +11.5% | -4.0% | -4.0% |
| 1Y | +8.4% | +13.5% | -5.0% | -5.0% |
| 3Y | +76.6% | +77.7% | -1.1% | -4.6% |
| All | +95.2% | +93.4% | +1.8% | -2.5% |
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