+37.4%
NMAI vs SPY
+73.1%
-35.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -0.8% | -0.8% | -0.1% | -0.3% |
| 30D | -2.1% | -1.1% | -1.0% | -1.4% |
| 3M | +8.0% | +3.9% | +4.1% | +5.3% |
| 6M | +16.1% | +13.6% | +2.5% | +6.7% |
| YTD | +18.5% | +12.7% | +5.8% | +9.4% |
| 1Y | +23.9% | +17.5% | +6.4% | +11.2% |
| 3Y | +75.8% | +76.9% | -1.1% | +17.5% |
| All | +37.4% | +73.1% | -35.7% | -9.9% |
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 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