-10.9%
NMS vs SPY
+81.8%
-92.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.8% | +0.5% | +0.2% | +0.7% |
| 30D | -7.4% | -0.9% | -6.4% | -7.3% |
| 3M | -12.1% | +3.9% | -16.0% | -12.5% |
| 6M | -8.8% | +14.5% | -23.3% | -10.0% |
| YTD | -4.9% | +12.9% | -17.8% | -6.1% |
| 1Y | -1.5% | +19.4% | -20.8% | -3.2% |
| 3Y | +23.7% | +78.5% | -54.8% | +15.7% |
| 5Y | -10.9% | +81.8% | -92.7% | -18.1% |
| All | -10.9% | +81.8% | -92.7% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling