-86.4%
NMAX vs SPY
+41.0%
-127.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.9% |
| 7D | +7.1% | -0.8% | +7.9% | +8.0% |
| 30D | +28.6% | -1.1% | +29.6% | +29.9% |
| 3M | +30.0% | +3.9% | +26.2% | +25.0% |
| 6M | +59.1% | +13.6% | +45.5% | +41.3% |
| YTD | +47.3% | +12.7% | +34.7% | +32.1% |
| 1Y | -8.6% | +17.5% | -26.1% | -20.3% |
| All | -86.4% | +41.0% | -127.3% | -89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling