+105.5%
NAMS vs SPY
+72.1%
+33.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +6.6% | +2.6% | +4.0% | +5.0% |
| 30D | +0.6% | -2.0% | +2.6% | +2.1% |
| 3M | -24.5% | -2.8% | -21.7% | -23.0% |
| 6M | -46.6% | +2.1% | -48.8% | -47.0% |
| YTD | -42.6% | +11.5% | -54.1% | -45.5% |
| 1Y | -44.7% | +13.5% | -58.2% | -47.9% |
| 3Y | +116.6% | +77.7% | +38.9% | +79.0% |
| All | +105.5% | +72.1% | +33.4% | +68.7% |
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