+1,077.1%
SPY vs NDAQ
+2,593.6%
-1,516.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -5.4% | +16.5% | -21.9% | -9.5% |
| 3M | -4.1% | +13.5% | -17.6% | -7.7% |
| 6M | +0.7% | +20.9% | -20.2% | -5.2% |
| YTD | +8.7% | +11.4% | -2.7% | +4.3% |
| 1Y | +10.9% | +25.9% | -15.0% | +2.7% |
| 3Y | +75.0% | +119.9% | -44.9% | +37.9% |
| 5Y | +67.8% | +61.7% | +6.0% | +43.0% |
| 10Y | +312.9% | +481.6% | -168.7% | +151.3% |
| All | +1,077.1% | +2,593.6% | -1,516.5% | +449.5% |
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