+1,449.6%
NET vs SPY
+182.7%
+1,266.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -4.8% | +0.1% | -4.8% | -4.5% |
| 3M | +3.8% | +2.0% | +1.8% | +1.3% |
| 6M | +50.0% | +13.0% | +37.0% | +24.6% |
| YTD | +41.5% | +13.5% | +27.9% | +17.0% |
| 1Y | +32.8% | +20.0% | +12.9% | +1.7% |
| 3Y | +335.9% | +77.2% | +258.7% | +93.1% |
| 5Y | +113.8% | +81.9% | +32.0% | -1.1% |
| All | +1,449.6% | +182.7% | +1,266.9% | +429.4% |
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 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