+373.3%
NANR vs SPY
+343.3%
+30.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.2% |
| 7D | -1.7% | -2.0% | +0.3% | 0.0% |
| 30D | +4.6% | -1.7% | +6.3% | +6.0% |
| 3M | +14.8% | +4.7% | +10.1% | +10.2% |
| 6M | +10.4% | +12.5% | -2.1% | -0.3% |
| YTD | +33.4% | +11.7% | +21.7% | +21.1% |
| 1Y | +45.4% | +17.5% | +27.9% | +26.4% |
| 3Y | +77.4% | +76.6% | +0.8% | +7.7% |
| 5Y | +160.0% | +82.0% | +77.9% | +51.6% |
| 10Y | +245.0% | +317.1% | -72.1% | -5.0% |
| All | +373.3% | +343.3% | +30.0% | +20.0% |
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