+127.2%
NL vs SPY
+321.4%
-194.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +3.1% |
| 7D | +1.5% | -0.4% | +1.9% | +2.0% |
| 30D | +8.9% | -1.4% | +10.3% | +10.7% |
| 3M | +14.8% | +3.7% | +11.1% | +9.2% |
| 6M | +15.7% | +13.0% | +2.7% | -1.6% |
| YTD | +29.5% | +12.4% | +17.1% | +10.9% |
| 1Y | +19.1% | +18.5% | +0.6% | -4.7% |
| 3Y | +81.5% | +77.6% | +3.9% | -13.5% |
| 5Y | +60.6% | +81.7% | -21.1% | -26.2% |
| All | +127.2% | +321.4% | -194.2% | -75.5% |
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