+311.5%
SPY vs NDAQ
+372.3%
-60.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | +0.5% | -2.6% | +3.1% | +1.8% |
| 30D | -0.9% | +0.5% | -1.4% | -1.3% |
| 3M | +3.9% | +9.9% | -6.0% | -1.5% |
| 6M | +14.5% | +8.2% | +6.3% | +8.9% |
| YTD | +12.9% | -1.5% | +14.4% | +11.9% |
| 1Y | +19.4% | +1.3% | +18.0% | +16.2% |
| 3Y | +78.5% | +92.6% | -14.1% | +22.1% |
| 5Y | +81.8% | +53.8% | +27.9% | +37.4% |
| 10Y | +311.5% | +376.0% | -64.4% | +76.8% |
| All | +311.5% | +372.3% | -60.8% | +76.8% |
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