+14.6%
NODE vs SPY
+30.2%
-15.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | -2.4% |
| 7D | +3.1% | +0.1% | +3.0% | +2.6% |
| 30D | -19.5% | -3.3% | -16.2% | -11.8% |
| 3M | -19.7% | -2.4% | -17.3% | -13.8% |
| 6M | -32.9% | +2.6% | -35.5% | -35.8% |
| YTD | -13.5% | +11.2% | -24.7% | -30.7% |
| 1Y | -29.3% | +13.4% | -42.7% | -45.3% |
| All | +14.6% | +30.2% | -15.6% | -25.6% |
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