+47.3%
NETL vs SPY
+202.7%
-155.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -1.8% | +0.1% | -1.8% | -1.9% |
| 3M | +2.6% | +2.0% | +0.6% | +0.4% |
| 6M | -0.1% | +13.0% | -13.1% | -10.6% |
| YTD | +14.0% | +13.5% | +0.5% | +1.3% |
| 1Y | +10.8% | +20.0% | -9.1% | -6.5% |
| 3Y | +28.1% | +77.2% | -49.1% | -27.2% |
| 5Y | +2.7% | +81.9% | -79.2% | -43.9% |
| All | +47.3% | +202.7% | -155.3% | -55.0% |
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