+26,122.4%
NTES vs SPY
+734.4%
+25,388.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -5.6% | +2.6% | -8.2% | -7.9% |
| 30D | -1.3% | -2.0% | +0.7% | +0.1% |
| 3M | 0.0% | -2.8% | +2.8% | +2.1% |
| 6M | +3.0% | +2.1% | +0.8% | +0.1% |
| YTD | -9.4% | +11.5% | -20.9% | -18.9% |
| 1Y | -11.8% | +13.5% | -25.2% | -22.3% |
| 3Y | +14.5% | +77.7% | -63.2% | -34.9% |
| 5Y | +22.6% | +72.6% | -50.0% | -28.6% |
| 10Y | +212.4% | +308.2% | -95.8% | -21.8% |
| All | +26,122.4% | +734.4% | +25,388.0% | +3,685.1% |
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