+168.1%
NYAX vs SPY
+78.1%
+90.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +7.1% | +2.6% | +4.5% | +5.3% |
| 30D | +14.2% | -2.0% | +16.2% | +16.0% |
| 3M | -4.6% | -2.8% | -1.8% | -2.5% |
| 6M | -25.5% | +2.1% | -27.6% | -26.1% |
| YTD | +0.9% | +11.5% | -10.6% | -4.9% |
| 1Y | +22.0% | +13.5% | +8.6% | +13.9% |
| 3Y | +168.1% | +77.7% | +90.4% | +132.3% |
| All | +168.1% | +78.1% | +90.0% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling