-98.3%
NAMI vs SPY
+28.1%
-126.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | -17.4% | -0.4% | -17.0% | -17.2% |
| 30D | -40.3% | -1.4% | -38.9% | -39.8% |
| 3M | -72.8% | +3.7% | -76.5% | -73.0% |
| 6M | -81.9% | +13.0% | -94.9% | -82.5% |
| YTD | -90.1% | +12.4% | -102.4% | -90.3% |
| 1Y | -92.5% | +18.5% | -111.1% | -92.9% |
| All | -98.3% | +28.1% | -126.4% | -98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling