-93.9%
NMRA vs SPY
+76.7%
-170.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.6% | -9.8% |
| 7D | -20.6% | -0.8% | -19.8% | -19.9% |
| 30D | -39.2% | -1.1% | -38.1% | -38.4% |
| 3M | -41.6% | +3.9% | -45.4% | -45.9% |
| 6M | -69.2% | +13.6% | -82.8% | -74.6% |
| YTD | -41.9% | +12.7% | -54.6% | -51.5% |
| 1Y | -37.3% | +17.5% | -54.9% | -50.5% |
| All | -93.9% | +76.7% | -170.5% | -96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling