-35.6%
NDLS vs SPY
+77.4%
-113.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -21.0% | +0.1% | -21.0% | -20.9% |
| 3M | +9.6% | +2.0% | +7.6% | +7.5% |
| 6M | +116.0% | +13.0% | +103.0% | +91.7% |
| YTD | +152.1% | +13.5% | +138.6% | +123.4% |
| 1Y | +159.4% | +20.0% | +139.5% | +114.4% |
| All | -35.6% | +77.4% | -113.0% | -70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling