-2.6%
NMR vs SPY
+966.6%
-969.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +7.3% | +0.1% | +7.2% | +7.2% |
| 3M | +23.1% | +2.0% | +21.1% | +20.5% |
| 6M | +29.9% | +13.0% | +16.9% | +14.6% |
| YTD | +26.9% | +13.5% | +13.4% | +11.6% |
| 1Y | +48.7% | +20.0% | +28.8% | +23.7% |
| 3Y | +190.2% | +77.2% | +113.0% | +62.6% |
| 5Y | +125.1% | +81.9% | +43.3% | +19.4% |
| 10Y | +144.2% | +314.1% | -169.9% | -48.5% |
| All | -2.6% | +966.6% | -969.1% | -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 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