+1,129.9%
SPY vs NDAQ
+2,327.9%
-1,198.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | +0.1% | -2.4% | +2.6% | +0.8% |
| 30D | +0.1% | +2.5% | -2.4% | -0.7% |
| 3M | +2.0% | +9.9% | -7.9% | -1.1% |
| 6M | +13.0% | +9.4% | +3.6% | +9.5% |
| YTD | +13.5% | +0.4% | +13.1% | +12.4% |
| 1Y | +20.0% | +4.0% | +15.9% | +17.4% |
| 3Y | +77.2% | +94.4% | -17.2% | +44.7% |
| 5Y | +81.9% | +56.7% | +25.2% | +56.7% |
| 10Y | +314.1% | +375.3% | -61.2% | +166.1% |
| All | +1,129.9% | +2,327.9% | -1,198.0% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling