+29.2%
NETL vs SPY
+82.6%
-53.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.1% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | +4.2% | -1.0% | +5.2% | +4.5% |
| 3M | -7.7% | -0.3% | -7.4% | -7.7% |
| 6M | -3.4% | +7.3% | -10.7% | -6.1% |
| YTD | +7.8% | +13.3% | -5.5% | +2.3% |
| 1Y | +8.4% | +14.8% | -6.3% | +2.3% |
| All | +29.2% | +82.6% | -53.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling