+3.0%
NOA vs SPY
+682.5%
-679.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +2.7% | +0.5% | +2.2% | +2.1% |
| 30D | -6.2% | -0.9% | -5.2% | -5.2% |
| 3M | -2.4% | +3.9% | -6.3% | -6.7% |
| 6M | -16.3% | +14.5% | -30.8% | -27.9% |
| YTD | -3.6% | +12.9% | -16.6% | -15.9% |
| 1Y | +2.7% | +19.4% | -16.6% | -15.6% |
| 3Y | -40.0% | +78.5% | -118.4% | -69.4% |
| 5Y | +5.3% | +81.8% | -76.4% | -49.2% |
| 10Y | +504.4% | +311.5% | +192.9% | +2.1% |
| All | +3.0% | +682.5% | -679.4% | -93.5% |
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