-15.4%
NMCO vs SPY
+82.3%
-97.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -5.2% | -0.8% | -4.4% | -5.0% |
| 30D | -7.5% | -1.1% | -6.4% | -7.2% |
| 3M | -8.4% | +3.9% | -12.2% | -9.2% |
| 6M | -6.2% | +13.6% | -19.8% | -9.1% |
| YTD | -0.5% | +12.7% | -13.1% | -3.4% |
| 1Y | -3.5% | +17.5% | -21.1% | -7.4% |
| 3Y | +8.8% | +76.9% | -68.1% | -6.1% |
| All | -15.4% | +82.3% | -97.6% | -29.0% |
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