+139.5%
NLR vs SPY
+79.8%
+59.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.6% |
| 7D | -1.1% | -2.0% | +0.8% | +0.8% |
| 30D | -1.1% | -1.7% | +0.5% | +0.6% |
| 3M | +2.0% | +4.7% | -2.7% | -2.1% |
| 6M | -17.5% | +12.5% | -30.0% | -25.4% |
| YTD | -5.1% | +11.7% | -16.9% | -13.4% |
| 1Y | -1.8% | +17.5% | -19.3% | -13.8% |
| 3Y | +92.8% | +76.6% | +16.3% | +24.8% |
| 5Y | +139.5% | +82.0% | +57.5% | +49.4% |
| All | +139.5% | +79.8% | +59.7% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling