-98.5%
NAMI vs SPY
+27.5%
-126.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -8.0% | +3.3% | -11.2% | -8.8% |
| 30D | -23.2% | -2.7% | -20.5% | -22.6% |
| 3M | -51.6% | -1.7% | -49.9% | -51.3% |
| 6M | -82.3% | +3.1% | -85.4% | -82.5% |
| YTD | -91.5% | +11.9% | -103.4% | -91.7% |
| 1Y | -91.6% | +12.0% | -103.6% | -91.8% |
| All | -98.5% | +27.5% | -126.1% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling