+201.4%
NTES vs SPY
+318.9%
-117.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.3% |
| 7D | -1.2% | -2.0% | +0.8% | +0.4% |
| 30D | -9.2% | -1.7% | -7.6% | -8.0% |
| 3M | -7.5% | +4.7% | -12.2% | -11.0% |
| 6M | +0.2% | +12.5% | -12.3% | -9.1% |
| YTD | -14.3% | +11.7% | -26.0% | -21.9% |
| 1Y | -18.7% | +17.5% | -36.2% | -28.9% |
| 3Y | +26.7% | +76.6% | -49.8% | -22.3% |
| 5Y | +46.2% | +82.0% | -35.8% | -12.8% |
| All | +201.4% | +318.9% | -117.5% | -18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling