-61.0%
NDLS vs SPY
+311.8%
-372.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +0.5% |
| 7D | -9.1% | -0.9% | -8.2% | -8.2% |
| 30D | 0.0% | -2.4% | +2.4% | +3.0% |
| 3M | -8.9% | -1.2% | -7.7% | -7.5% |
| 6M | +17.8% | +3.3% | +14.5% | +13.0% |
| YTD | +150.0% | +12.3% | +137.7% | +115.8% |
| 1Y | +133.6% | +12.4% | +121.1% | +101.8% |
| 3Y | -32.3% | +78.8% | -111.1% | -67.9% |
| 5Y | -85.1% | +75.2% | -160.2% | -92.6% |
| 10Y | -61.0% | +311.1% | -372.1% | -95.6% |
| All | -61.0% | +311.8% | -372.7% | -95.6% |
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