-14.2%
NAZ vs SPY
+67.4%
-81.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | +0.1% | -5.4% | +5.5% | +1.1% |
| 3M | -12.3% | -4.1% | -8.2% | -11.6% |
| 6M | -14.5% | +0.7% | -15.2% | -14.6% |
| YTD | -6.4% | +8.7% | -15.1% | -7.9% |
| 1Y | -5.1% | +10.9% | -15.9% | -6.9% |
| 3Y | +31.7% | +75.0% | -43.3% | +17.8% |
| All | -14.2% | +67.4% | -81.6% | -23.3% |
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