+1,015.2%
NL vs SPY
+3,034.0%
-2,018.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -0.8% | +2.6% | -3.4% | -3.5% |
| 30D | +4.0% | -2.0% | +5.9% | +6.2% |
| 3M | +9.9% | -2.8% | +12.7% | +13.1% |
| 6M | +24.5% | +2.1% | +22.4% | +20.8% |
| YTD | +35.6% | +11.5% | +24.1% | +19.5% |
| 1Y | +36.2% | +13.5% | +22.8% | +17.7% |
| 3Y | +89.3% | +77.7% | +11.6% | +1.3% |
| 5Y | +49.0% | +72.6% | -23.6% | -18.4% |
| 10Y | +100.8% | +308.2% | -207.4% | -52.4% |
| All | +1,015.2% | +3,034.0% | -2,018.8% | -62.5% |
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 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