+35.8%
NDSN vs SPY
+80.7%
-44.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.2% |
| 7D | -2.9% | -2.0% | -0.9% | -1.0% |
| 30D | -1.0% | -1.7% | +0.7% | +0.6% |
| 3M | +11.0% | +4.7% | +6.3% | +6.0% |
| 6M | +13.9% | +12.5% | +1.3% | +1.4% |
| YTD | +29.0% | +11.7% | +17.3% | +15.7% |
| 1Y | +39.6% | +17.5% | +22.2% | +19.1% |
| 3Y | +37.2% | +76.6% | -39.4% | -21.0% |
| All | +35.8% | +80.7% | -44.9% | -22.0% |
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