+4.0%
NMS vs SPY
+312.5%
-308.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +0.4% | -0.4% | +0.7% | +0.4% |
| 30D | -8.9% | -1.4% | -7.6% | -8.7% |
| 3M | -12.5% | +3.7% | -16.2% | -13.0% |
| 6M | -9.4% | +13.0% | -22.4% | -11.3% |
| YTD | -6.0% | +12.4% | -18.4% | -7.8% |
| 1Y | -2.5% | +18.5% | -21.0% | -5.3% |
| 3Y | +22.3% | +77.6% | -55.3% | +10.1% |
| 5Y | -11.9% | +81.7% | -93.6% | -21.6% |
| 10Y | +4.0% | +319.7% | -315.6% | -26.4% |
| All | +4.0% | +312.5% | -308.5% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling