+1,381.0%
NET vs SPY
+182.1%
+1,198.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -5.1% |
| 7D | -16.4% | -0.7% | -15.6% | -15.3% |
| 30D | -25.8% | -1.0% | -24.8% | -24.4% |
| 3M | -11.5% | -0.3% | -11.2% | -10.5% |
| 6M | +18.9% | +7.3% | +11.6% | +7.5% |
| YTD | +35.2% | +13.3% | +21.9% | +12.5% |
| 1Y | +14.5% | +14.8% | -0.3% | -6.4% |
| 3Y | +313.8% | +82.9% | +230.9% | +74.1% |
| 5Y | +32.6% | +75.6% | -43.0% | -37.0% |
| All | +1,381.0% | +182.1% | +1,198.9% | +408.7% |
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