-77.3%
NOAH vs SPY
+72.1%
-149.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -5.9% | +2.6% | -8.5% | -8.8% |
| 30D | -11.4% | -2.0% | -9.4% | -9.7% |
| 3M | -24.3% | -2.8% | -21.5% | -22.2% |
| 6M | -29.2% | +2.1% | -31.4% | -31.5% |
| YTD | -24.9% | +11.5% | -36.4% | -34.5% |
| 1Y | -31.9% | +13.5% | -45.4% | -41.9% |
| 3Y | -13.5% | +77.7% | -91.2% | -58.4% |
| All | -77.3% | +72.1% | -149.4% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling