+55.7%
NN vs SPY
+152.3%
-96.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +2.4% | +0.1% | +2.3% | +2.5% |
| 3M | -35.7% | +2.0% | -37.6% | -36.7% |
| 6M | -7.2% | +13.0% | -20.2% | -17.5% |
| YTD | -8.8% | +13.5% | -22.3% | -19.1% |
| 1Y | -4.3% | +20.0% | -24.3% | -19.1% |
| 3Y | +241.9% | +77.2% | +164.7% | +113.7% |
| 5Y | +50.9% | +81.9% | -31.0% | -8.6% |
| All | +55.7% | +152.3% | -96.6% | -7.8% |
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 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