+186.4%
NMFC vs SPY
+646.1%
-459.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -1.6% | +0.5% | -2.2% | -2.0% |
| 30D | -5.0% | -0.9% | -4.1% | -4.4% |
| 3M | -2.4% | +3.9% | -6.3% | -4.9% |
| 6M | -0.6% | +14.5% | -15.1% | -9.3% |
| YTD | -13.9% | +12.9% | -26.8% | -20.7% |
| 1Y | -19.7% | +19.4% | -39.1% | -28.8% |
| 3Y | -15.7% | +78.5% | -94.2% | -43.6% |
| 5Y | -1.5% | +81.8% | -83.3% | -36.0% |
| 10Y | +53.5% | +311.5% | -258.0% | -41.9% |
| All | +186.4% | +646.1% | -459.7% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling