-53.9%
NMG vs SPY
+77.0%
-130.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | -3.6% | -0.8% | -2.8% | -2.8% |
| 30D | -5.6% | -1.1% | -4.5% | -4.5% |
| 3M | -11.2% | +3.9% | -15.0% | -14.1% |
| 6M | -40.8% | +13.6% | -54.4% | -46.6% |
| YTD | -45.6% | +12.7% | -58.2% | -50.4% |
| 1Y | -30.4% | +17.5% | -47.9% | -38.2% |
| 3Y | -53.9% | +76.9% | -130.8% | -64.5% |
| All | -53.9% | +77.0% | -130.9% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling