-19.6%
NMRA vs SPY
+20.8%
-40.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.7% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -18.6% | +0.1% | -18.7% | -18.6% |
| 3M | -25.1% | +2.0% | -27.1% | -26.8% |
| 6M | -57.0% | +13.0% | -70.1% | -64.1% |
| YTD | -26.8% | +13.5% | -40.4% | -39.8% |
| 1Y | -19.6% | +20.0% | -39.6% | -40.8% |
| All | -19.6% | +20.8% | -40.5% | -40.8% |
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