+187.3%
NDLS vs SPY
+14.6%
+172.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +4.5% |
| 7D | +7.9% | -0.7% | +8.6% | +8.3% |
| 30D | +19.5% | -1.0% | +20.5% | +20.2% |
| 3M | -12.3% | -0.3% | -12.0% | -12.0% |
| 6M | +21.9% | +7.3% | +14.6% | +19.5% |
| YTD | +175.2% | +13.3% | +161.8% | +187.0% |
| 1Y | +187.3% | +14.8% | +172.5% | +197.7% |
| All | +187.3% | +14.6% | +172.7% | +197.7% |
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 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