-79.7%
NMRA vs SPY
+14.6%
-94.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.6% |
| 7D | +44.0% | -0.7% | +44.7% | +44.7% |
| 30D | +7.8% | -1.0% | +8.8% | +8.5% |
| 3M | -64.6% | -0.3% | -64.3% | -64.5% |
| 6M | -75.5% | +7.3% | -82.8% | -77.6% |
| YTD | -68.4% | +13.3% | -81.7% | -73.5% |
| 1Y | -79.7% | +14.8% | -94.5% | -83.3% |
| All | -79.7% | +14.6% | -94.4% | -83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling