+67.6%
SPY vs NDAQ
+60.8%
+6.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | -5.4% | +16.5% | -21.9% | -11.1% |
| 3M | -4.1% | +13.5% | -17.6% | -9.1% |
| 6M | +0.7% | +20.9% | -20.2% | -7.5% |
| YTD | +8.7% | +11.4% | -2.7% | +2.8% |
| 1Y | +10.9% | +25.9% | -15.0% | -1.2% |
| 3Y | +75.0% | +119.9% | -44.9% | +17.5% |
| All | +67.6% | +60.8% | +6.9% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling