+106.0%
NAMS vs SPY
+109.5%
-3.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -15.4% | -2.0% | -13.5% | -14.5% |
| 30D | -20.9% | -1.7% | -19.2% | -20.2% |
| 3M | -25.5% | +4.7% | -30.2% | -27.2% |
| 6M | -30.1% | +12.5% | -42.6% | -33.9% |
| YTD | -37.7% | +11.7% | -49.4% | -40.9% |
| 1Y | -18.7% | +17.5% | -36.2% | -24.7% |
| 3Y | +121.9% | +76.6% | +45.4% | +83.9% |
| 5Y | +122.4% | +82.0% | +40.4% | +83.5% |
| All | +106.0% | +109.5% | -3.5% | +61.4% |
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