-97.6%
NAMM vs SPY
+28.6%
-126.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.8% | -5.3% |
| 7D | -10.9% | +3.3% | -14.2% | -17.7% |
| 30D | -32.0% | -2.7% | -29.4% | -27.5% |
| 3M | -43.5% | -1.7% | -41.8% | -41.1% |
| 6M | -55.2% | +3.1% | -58.3% | -59.2% |
| YTD | -27.3% | +11.9% | -39.2% | -46.0% |
| 1Y | -47.9% | +12.0% | -59.9% | -60.9% |
| All | -97.6% | +28.6% | -126.2% | -98.1% |
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 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