+36.0%
NML vs SPY
+508.0%
-472.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.4% |
| 7D | -7.0% | +0.1% | -7.1% | -7.3% |
| 30D | -5.2% | -3.3% | -1.9% | -2.1% |
| 3M | -3.3% | -2.4% | -0.9% | -1.3% |
| 6M | +1.5% | +2.6% | -1.1% | -2.2% |
| YTD | +21.0% | +11.2% | +9.7% | +6.0% |
| 1Y | +24.7% | +13.4% | +11.3% | +6.9% |
| 3Y | +91.0% | +79.9% | +11.1% | -4.3% |
| 5Y | +159.4% | +72.2% | +87.2% | +34.8% |
| 10Y | +132.1% | +307.3% | -175.2% | -54.2% |
| All | +36.0% | +508.0% | -472.0% | -79.1% |
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