+272.8%
NNE vs SPY
+52.7%
+220.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.5% | +9.7% | +10.7% |
| 7D | +10.8% | +0.5% | +10.2% | +8.9% |
| 30D | +2.7% | -0.9% | +3.6% | +5.6% |
| 3M | -25.1% | +3.9% | -29.0% | -30.8% |
| 6M | -17.8% | +14.5% | -32.3% | -37.9% |
| YTD | -19.4% | +12.9% | -32.3% | -36.4% |
| 1Y | -39.3% | +19.4% | -58.7% | -56.9% |
| All | +272.8% | +52.7% | +220.2% | +182.6% |
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