+78.0%
SPY vs NET
+339.9%
-262.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.1% |
| 7D | +0.1% | -7.0% | +7.1% | +1.0% |
| 30D | +0.1% | -4.8% | +4.8% | +0.5% |
| 3M | +2.0% | +3.8% | -1.8% | +1.0% |
| 6M | +13.0% | +50.0% | -37.0% | +4.5% |
| YTD | +13.5% | +41.5% | -27.9% | +5.2% |
| 1Y | +20.0% | +32.8% | -12.9% | +11.9% |
| All | +78.0% | +339.9% | -262.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling