+27.3%
NMI vs SPY
+307.0%
-279.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -0.1% | +2.6% | -2.7% | -0.5% |
| 30D | +3.7% | -2.0% | +5.7% | +4.0% |
| 3M | -8.0% | -2.8% | -5.2% | -7.6% |
| 6M | -7.4% | +2.1% | -9.5% | -7.8% |
| YTD | +0.4% | +11.5% | -11.1% | -1.6% |
| 1Y | -0.2% | +13.5% | -13.6% | -2.4% |
| 3Y | +25.5% | +77.7% | -52.2% | +13.3% |
| 5Y | +2.9% | +72.6% | -69.7% | -7.2% |
| All | +27.3% | +307.0% | -279.7% | -5.5% |
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 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