-94.2%
NMAD vs SPY
+612.9%
-707.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | -5.9% | +0.5% | -6.4% | -6.3% |
| 30D | +7.2% | -0.9% | +8.2% | +7.9% |
| 3M | -42.0% | +3.9% | -45.8% | -43.4% |
| 6M | +58.2% | +14.5% | +43.7% | +44.5% |
| YTD | -1.8% | +12.9% | -14.7% | -9.3% |
| 1Y | -10.9% | +19.4% | -30.2% | -20.8% |
| 3Y | +72.3% | +78.5% | -6.1% | +16.1% |
| 5Y | -83.3% | +81.8% | -165.0% | -88.9% |
| 10Y | -74.3% | +311.5% | -385.8% | -91.4% |
| All | -94.2% | +612.9% | -707.0% | -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