-97.5%
NAMM vs SPY
+29.0%
-126.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -6.6% |
| 7D | -7.2% | -0.9% | -6.3% | -5.8% |
| 30D | -28.9% | -2.4% | -26.6% | -24.8% |
| 3M | -41.6% | -1.2% | -40.5% | -40.1% |
| 6M | -52.6% | +3.3% | -55.9% | -57.0% |
| YTD | -22.6% | +12.3% | -34.9% | -42.9% |
| 1Y | -44.9% | +12.4% | -57.4% | -59.0% |
| All | -97.5% | +29.0% | -126.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling