+971.0%
NL vs SPY
+3,091.8%
-2,120.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | +2.4% | +0.1% | +2.3% | +2.3% |
| 30D | +19.9% | +0.1% | +19.8% | +19.8% |
| 3M | +13.7% | +2.0% | +11.7% | +10.9% |
| 6M | +12.6% | +13.0% | -0.4% | -2.1% |
| YTD | +30.3% | +13.5% | +16.7% | +12.7% |
| 1Y | +10.7% | +20.0% | -9.3% | -9.8% |
| 3Y | +74.6% | +77.2% | -2.5% | -6.4% |
| 5Y | +52.8% | +81.9% | -29.1% | -20.6% |
| 10Y | +96.4% | +314.1% | -217.7% | -53.8% |
| All | +971.0% | +3,091.8% | -2,120.8% | -64.7% |
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 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