+249.2%
NNY vs SPY
+3,074.3%
-2,825.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | -2.7% | -0.9% | -1.8% | -2.6% |
| 3M | -5.3% | +3.9% | -9.2% | -5.7% |
| 6M | -3.7% | +14.5% | -18.2% | -4.9% |
| YTD | -3.2% | +12.9% | -16.1% | -4.3% |
| 1Y | +2.7% | +19.4% | -16.6% | +1.1% |
| 3Y | +12.2% | +78.5% | -66.3% | +6.3% |
| 5Y | -2.8% | +81.8% | -84.5% | -8.3% |
| 10Y | +12.4% | +311.5% | -299.1% | -1.0% |
| All | +249.2% | +3,074.3% | -2,825.1% | +152.8% |
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