-92.1%
NAMI vs SPY
+20.8%
-112.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -12.7% | +0.1% | -12.8% | -12.7% |
| 30D | -27.9% | +0.1% | -28.0% | -27.8% |
| 3M | -69.6% | +2.0% | -71.6% | -69.7% |
| 6M | -80.1% | +13.0% | -93.1% | -80.2% |
| YTD | -88.8% | +13.5% | -102.3% | -88.8% |
| 1Y | -92.1% | +20.0% | -112.0% | -92.1% |
| All | -92.1% | +20.8% | -112.9% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling