+215.6%
NZAC vs SPY
+352.3%
-136.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | +1.3% | +2.0% | -0.7% | -0.3% |
| 6M | +11.1% | +13.0% | -1.9% | +0.3% |
| YTD | +10.7% | +13.5% | -2.8% | -0.5% |
| 1Y | +17.6% | +20.0% | -2.4% | +0.9% |
| 3Y | +66.0% | +77.2% | -11.1% | +2.6% |
| 5Y | +55.9% | +81.9% | -25.9% | -5.9% |
| 10Y | +205.6% | +314.1% | -108.5% | +4.1% |
| All | +215.6% | +352.3% | -136.7% | +3.0% |
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 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