-85.4%
NDLS vs SPY
+74.0%
-159.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | -8.6% | +3.3% | -11.9% | -12.2% |
| 30D | -4.5% | -2.7% | -1.8% | -1.3% |
| 3M | -16.3% | -1.7% | -14.6% | -14.5% |
| 6M | +6.2% | +3.1% | +3.1% | +2.2% |
| YTD | +142.1% | +11.9% | +130.2% | +111.0% |
| 1Y | +132.3% | +12.0% | +120.3% | +102.8% |
| 3Y | -34.4% | +78.2% | -112.6% | -69.5% |
| 5Y | -85.4% | +73.2% | -158.7% | -93.1% |
| All | -85.4% | +74.0% | -159.5% | -93.1% |
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