+151.6%
NMR vs SPY
+322.5%
-170.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +2.3% |
| 7D | +2.0% | -0.8% | +2.7% | +2.7% |
| 30D | +9.6% | -1.1% | +10.6% | +10.7% |
| 3M | +25.0% | +3.9% | +21.1% | +20.7% |
| 6M | +39.6% | +13.6% | +26.0% | +24.7% |
| YTD | +29.4% | +12.7% | +16.8% | +16.7% |
| 1Y | +43.8% | +17.5% | +26.3% | +25.1% |
| 3Y | +180.4% | +76.9% | +103.5% | +73.8% |
| 5Y | +126.1% | +83.6% | +42.5% | +34.0% |
| All | +151.6% | +322.5% | -170.8% | -38.1% |
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 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