+35.9%
NEAR vs SPY
+456.0%
-420.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.5% | +2.6% | -3.1% | -0.5% |
| 30D | +0.3% | -2.0% | +2.2% | +0.3% |
| 3M | -0.3% | -2.8% | +2.5% | -0.2% |
| 6M | +0.4% | +2.1% | -1.7% | +0.4% |
| YTD | +1.1% | +11.5% | -10.4% | +1.0% |
| 1Y | +1.9% | +13.5% | -11.5% | +1.8% |
| 3Y | +15.3% | +77.7% | -62.4% | +14.7% |
| 5Y | +21.3% | +72.6% | -51.3% | +20.7% |
| 10Y | +32.1% | +308.2% | -276.1% | +30.7% |
| All | +35.9% | +456.0% | -420.1% | +34.4% |
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