+12.3%
NNNN vs SPY
+27.7%
-15.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -10.2% | +0.5% | -10.8% | -10.4% |
| 30D | -38.9% | -0.9% | -38.0% | -38.8% |
| 3M | -62.4% | +3.9% | -66.3% | -62.7% |
| 6M | -71.7% | +14.5% | -86.2% | -72.6% |
| YTD | -78.5% | +12.9% | -91.4% | -79.0% |
| 1Y | -85.9% | +19.4% | -105.2% | -86.4% |
| All | +12.3% | +27.7% | -15.4% | +26.3% |
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 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