+304.8%
SPY vs NDAQ
+472.5%
-167.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | -0.6% | +2.9% | -3.4% | -1.9% |
| 30D | -3.7% | +17.5% | -21.2% | -11.0% |
| 3M | -2.7% | +15.4% | -18.2% | -9.5% |
| 6M | +2.2% | +24.6% | -22.4% | -9.1% |
| YTD | +10.8% | +14.4% | -3.6% | +2.0% |
| 1Y | +11.2% | +26.9% | -15.7% | -3.1% |
| 3Y | +76.5% | +119.8% | -43.3% | +13.5% |
| 5Y | +72.9% | +70.5% | +2.4% | +24.8% |
| 10Y | +304.8% | +475.8% | -171.0% | +57.7% |
| All | +304.8% | +472.5% | -167.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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