-95.2%
NDLS vs SPY
+472.3%
-567.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.3% | -7.0% | -7.0% |
| 7D | -8.5% | -2.7% | -5.8% | -5.6% |
| 30D | +2.9% | -5.4% | +8.2% | +9.7% |
| 3M | -22.0% | -4.1% | -17.9% | -18.1% |
| 6M | +24.1% | +0.7% | +23.4% | +23.0% |
| YTD | +147.4% | +8.7% | +138.7% | +124.1% |
| 1Y | +134.2% | +10.9% | +123.3% | +107.7% |
| 3Y | -20.2% | +75.0% | -95.2% | -58.7% |
| 5Y | -85.7% | +67.8% | -153.5% | -92.1% |
| 10Y | -57.7% | +312.9% | -370.5% | -89.8% |
| All | -95.2% | +472.3% | -567.5% | -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