-95.6%
NAMM vs SPY
+29.1%
-124.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.9% |
| 7D | -0.7% | -0.4% | -0.4% | +0.2% |
| 30D | +1.5% | -1.4% | +2.8% | +5.1% |
| 3M | -28.5% | +3.7% | -32.2% | -35.7% |
| 6M | -54.6% | +13.0% | -67.6% | -68.2% |
| YTD | +36.6% | +12.4% | +24.2% | +0.7% |
| 1Y | -52.9% | +18.5% | -71.4% | -65.5% |
| All | -95.6% | +29.1% | -124.7% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling