+10.9%
NODE vs SPY
+30.5%
-19.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -1.9% |
| 7D | +0.2% | +2.6% | -2.4% | -5.9% |
| 30D | -14.3% | -2.0% | -12.3% | -9.3% |
| 3M | -22.4% | -2.8% | -19.6% | -15.8% |
| 6M | -35.9% | +2.1% | -38.0% | -37.9% |
| YTD | -16.2% | +11.5% | -27.7% | -33.2% |
| 1Y | -20.8% | +13.5% | -34.3% | -39.0% |
| All | +10.9% | +30.5% | -19.5% | -28.3% |
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 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