+182.8%
SPY vs NET
+1,381.0%
-1,198.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.2% | +2.0% |
| 7D | -0.7% | -16.4% | +15.6% | +1.5% |
| 30D | -1.0% | -25.8% | +24.8% | +2.6% |
| 3M | -0.3% | -11.5% | +11.2% | +0.6% |
| 6M | +7.3% | +18.9% | -11.6% | +3.1% |
| YTD | +13.3% | +35.2% | -21.9% | +5.8% |
| 1Y | +14.8% | +14.5% | +0.3% | +9.5% |
| 3Y | +82.9% | +313.8% | -230.9% | +42.7% |
| 5Y | +75.6% | +32.6% | +43.0% | +43.8% |
| All | +182.8% | +1,381.0% | -1,198.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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