-16.2%
NASA vs SPY
+18.4%
-34.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.1% | +2.8% |
| 7D | +6.5% | +0.1% | +6.4% | +6.2% |
| 30D | -12.4% | -3.3% | -9.1% | -2.9% |
| 3M | -17.4% | -2.4% | -15.0% | -10.6% |
| 6M | -34.2% | +2.6% | -36.8% | -36.5% |
| All | -16.2% | +18.4% | -34.6% | -31.9% |
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