+55.5%
NMIH vs SPY
+77.0%
-21.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | -2.2% | -1.1% | -1.1% | -1.6% |
| 3M | +19.5% | +3.9% | +15.6% | +16.7% |
| 6M | +18.5% | +13.6% | +4.9% | +9.2% |
| YTD | +7.6% | +12.7% | -5.1% | -0.4% |
| 1Y | +8.8% | +17.5% | -8.7% | -2.3% |
| 3Y | +55.5% | +76.9% | -21.4% | +1.2% |
| All | +55.5% | +77.0% | -21.5% | +1.2% |
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 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