+69.7%
NYAX vs SPY
+106.2%
-36.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | -10.0% | -2.0% | -8.0% | -9.2% |
| 30D | -12.0% | -1.7% | -10.3% | -11.3% |
| 3M | -25.6% | +4.7% | -30.4% | -27.0% |
| 6M | -19.8% | +12.5% | -32.3% | -23.6% |
| YTD | -6.3% | +11.7% | -18.0% | -10.5% |
| 1Y | -5.7% | +17.5% | -23.1% | -11.6% |
| 3Y | +114.5% | +76.6% | +37.9% | +82.1% |
| All | +69.7% | +106.2% | -36.5% | +37.0% |
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