-95.1%
NDLS vs SPY
+497.9%
-593.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 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% | +7.1% |
| 6M | +116.0% | +13.0% | +103.0% | +86.5% |
| YTD | +152.1% | +13.5% | +138.6% | +117.3% |
| 1Y | +159.4% | +20.0% | +139.5% | +108.4% |
| 3Y | -36.7% | +77.2% | -113.9% | -67.7% |
| 5Y | -85.5% | +81.9% | -167.3% | -92.7% |
| 10Y | -72.7% | +314.1% | -386.7% | -93.6% |
| All | -95.1% | +497.9% | -593.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling