-1.3%
NAZ vs SPY
+82.0%
-83.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -1.4% | +0.1% | -1.4% | -1.4% |
| 3M | -7.8% | +2.0% | -9.8% | -8.2% |
| 6M | +0.4% | +13.0% | -12.6% | -1.8% |
| YTD | +4.9% | +13.5% | -8.6% | +2.5% |
| 1Y | +7.5% | +20.0% | -12.5% | +4.0% |
| 3Y | +39.6% | +77.2% | -37.6% | +24.9% |
| All | -1.3% | +82.0% | -83.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling