-2.7%
NMR vs SPY
+960.7%
-963.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.4% |
| 7D | +4.5% | +0.5% | +4.0% | +4.0% |
| 30D | +6.8% | -0.9% | +7.8% | +7.9% |
| 3M | +23.9% | +3.9% | +20.0% | +19.0% |
| 6M | +38.2% | +14.5% | +23.7% | +20.3% |
| YTD | +26.7% | +12.9% | +13.8% | +12.0% |
| 1Y | +43.1% | +19.4% | +23.7% | +19.6% |
| 3Y | +182.6% | +78.5% | +104.1% | +57.2% |
| 5Y | +123.8% | +81.8% | +42.1% | +18.7% |
| 10Y | +148.4% | +311.5% | -163.1% | -47.3% |
| All | -2.7% | +960.7% | -963.5% | -91.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling