+28.5%
NMS vs SPY
+384.9%
-356.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -7.3% | +0.1% | -7.3% | -7.3% |
| 3M | -12.4% | +2.0% | -14.4% | -12.7% |
| 6M | -9.7% | +13.0% | -22.7% | -11.4% |
| YTD | -5.7% | +13.5% | -19.3% | -7.5% |
| 1Y | -0.2% | +20.0% | -20.1% | -2.9% |
| 3Y | +21.1% | +77.2% | -56.0% | +10.2% |
| 5Y | -11.7% | +81.9% | -93.5% | -20.4% |
| 10Y | +1.6% | +314.1% | -312.5% | -20.1% |
| All | +28.5% | +384.9% | -356.4% | +2.5% |
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