+337.3%
NMI vs SPY
+3,074.3%
-2,737.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -3.4% | -0.9% | -2.5% | -3.4% |
| 3M | -3.8% | +3.9% | -7.6% | -4.2% |
| 6M | +6.5% | +14.5% | -8.0% | +4.9% |
| YTD | +7.7% | +12.9% | -5.2% | +6.2% |
| 1Y | +10.9% | +19.4% | -8.4% | +8.7% |
| 3Y | +29.0% | +78.5% | -49.4% | +20.7% |
| 5Y | +7.6% | +81.8% | -74.1% | +0.1% |
| 10Y | +24.9% | +311.5% | -286.6% | +6.4% |
| All | +337.3% | +3,074.3% | -2,737.0% | +180.1% |
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