+216.2%
NNE vs SPY
+52.3%
+163.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -7.8% |
| 7D | -7.4% | -0.8% | -6.6% | -5.6% |
| 30D | -13.7% | -1.1% | -12.6% | -10.9% |
| 3M | -30.3% | +3.9% | -34.2% | -35.8% |
| 6M | -33.6% | +13.6% | -47.2% | -48.9% |
| YTD | -31.7% | +12.7% | -44.3% | -45.8% |
| 1Y | -50.2% | +17.5% | -67.7% | -63.4% |
| All | +216.2% | +52.3% | +163.9% | +141.0% |
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