+94.4%
NL vs SPY
+78.7%
+15.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | +2.3% | +3.3% | -1.0% | -0.7% |
| 30D | +9.5% | -2.7% | +12.2% | +12.2% |
| 3M | +9.7% | -1.7% | +11.4% | +11.3% |
| 6M | +27.9% | +3.1% | +24.8% | +23.1% |
| YTD | +39.3% | +11.9% | +27.4% | +23.0% |
| 1Y | +37.2% | +12.0% | +25.2% | +21.0% |
| All | +94.4% | +78.7% | +15.7% | -3.8% |
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