-52.9%
NAMM vs SPY
+18.8%
-71.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +5.2% |
| 7D | -0.7% | -0.4% | -0.4% | +0.5% |
| 30D | +1.5% | -1.4% | +2.8% | +6.0% |
| 3M | -28.5% | +3.7% | -32.2% | -37.8% |
| 6M | -54.6% | +13.0% | -67.6% | -71.6% |
| YTD | +36.6% | +12.4% | +24.2% | -8.2% |
| 1Y | -52.9% | +18.5% | -71.4% | -75.2% |
| All | -52.9% | +18.8% | -71.7% | -75.2% |
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