+76.0%
NYAX vs SPY
+107.5%
-31.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.7% |
| 7D | -8.5% | -0.4% | -8.2% | -8.4% |
| 30D | -20.7% | -1.4% | -19.3% | -20.1% |
| 3M | -23.5% | +3.7% | -27.2% | -24.6% |
| 6M | -12.2% | +13.0% | -25.2% | -16.6% |
| YTD | -2.8% | +12.4% | -15.2% | -7.4% |
| 1Y | -3.0% | +18.5% | -21.5% | -9.4% |
| 3Y | +122.5% | +77.6% | +44.9% | +88.4% |
| All | +76.0% | +107.5% | -31.5% | +41.7% |
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