-8.6%
NMAX vs SPY
+18.1%
-26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +2.4% |
| 7D | +7.1% | -0.8% | +7.9% | +8.5% |
| 30D | +28.6% | -1.1% | +29.6% | +30.6% |
| 3M | +30.0% | +3.9% | +26.2% | +21.6% |
| 6M | +59.1% | +13.6% | +45.5% | +29.7% |
| YTD | +47.3% | +12.7% | +34.7% | +22.1% |
| 1Y | -8.6% | +17.5% | -26.1% | -27.3% |
| All | -8.6% | +18.1% | -26.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling