+58.3%
NN vs SPY
+149.7%
-91.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.8% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | 0.0% | -1.4% | +1.4% | +1.4% |
| 3M | -26.1% | +3.7% | -29.8% | -28.6% |
| 6M | -6.5% | +13.0% | -19.5% | -16.8% |
| YTD | -7.3% | +12.4% | -19.7% | -17.0% |
| 1Y | -6.8% | +18.5% | -25.3% | -20.2% |
| 3Y | +254.7% | +77.6% | +177.1% | +121.9% |
| 5Y | +53.4% | +81.7% | -28.3% | -6.3% |
| All | +58.3% | +149.7% | -91.5% | -5.3% |
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