-86.9%
NMAX vs SPY
+39.8%
-126.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +4.0% |
| 7D | +1.1% | -2.0% | +3.1% | +3.1% |
| 30D | +25.8% | -1.7% | +27.4% | +27.8% |
| 3M | +22.4% | +4.7% | +17.7% | +16.5% |
| 6M | +56.2% | +12.5% | +43.7% | +40.0% |
| YTD | +42.0% | +11.7% | +30.3% | +28.4% |
| 1Y | -10.7% | +17.5% | -28.2% | -22.0% |
| All | -86.9% | +39.8% | -126.6% | -89.5% |
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