-95.7%
NAMM vs SPY
+29.7%
-125.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.7% |
| 7D | -2.9% | +0.5% | -3.5% | -4.2% |
| 30D | -1.5% | -0.9% | -0.5% | +1.0% |
| 3M | -30.4% | +3.9% | -34.3% | -37.6% |
| 6M | -58.2% | +14.5% | -72.7% | -71.8% |
| YTD | +31.7% | +12.9% | +18.8% | -4.0% |
| 1Y | -56.8% | +19.4% | -76.2% | -68.6% |
| All | -95.7% | +29.7% | -125.5% | -96.7% |
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