-90.5%
NMG vs SPY
+116.3%
-206.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.9% |
| 7D | -3.6% | -0.8% | -2.8% | -2.7% |
| 30D | -5.6% | -1.1% | -4.5% | -4.3% |
| 3M | -11.2% | +3.9% | -15.0% | -14.5% |
| 6M | -40.8% | +13.6% | -54.4% | -47.7% |
| YTD | -45.6% | +12.7% | -58.2% | -51.3% |
| 1Y | -30.4% | +17.5% | -47.9% | -40.0% |
| 3Y | -53.9% | +76.9% | -130.8% | -74.9% |
| 5Y | -78.8% | +83.6% | -162.4% | -88.7% |
| All | -90.5% | +116.3% | -206.8% | -96.3% |
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 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