+45.8%
NTES vs SPY
+81.0%
-35.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.6% |
| 7D | -2.6% | -0.4% | -2.3% | -2.4% |
| 30D | -12.8% | -1.4% | -11.4% | -11.9% |
| 3M | -3.6% | +3.7% | -7.3% | -6.4% |
| 6M | +0.4% | +13.0% | -12.6% | -8.4% |
| YTD | -14.1% | +12.4% | -26.5% | -21.5% |
| 1Y | -17.5% | +18.5% | -36.1% | -27.5% |
| 3Y | +27.0% | +77.6% | -50.6% | -21.3% |
| 5Y | +45.8% | +81.7% | -35.9% | -9.2% |
| All | +45.8% | +81.0% | -35.2% | -9.2% |
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