-92.9%
NMRA vs SPY
+76.2%
-169.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.4% |
| 7D | -13.0% | -0.4% | -12.7% | -12.6% |
| 30D | -25.9% | -1.4% | -24.6% | -24.6% |
| 3M | -27.3% | +3.7% | -31.0% | -32.4% |
| 6M | -62.7% | +13.0% | -75.7% | -69.0% |
| YTD | -33.0% | +12.4% | -45.4% | -43.9% |
| 1Y | -28.1% | +18.5% | -46.7% | -43.8% |
| All | -92.9% | +76.2% | -169.2% | -96.3% |
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 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