+21.0%
NMT vs SPY
+322.5%
-301.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -6.9% | -0.8% | -6.1% | -6.7% |
| 30D | -8.6% | -1.1% | -7.5% | -8.4% |
| 3M | -9.1% | +3.9% | -13.0% | -9.8% |
| 6M | -1.0% | +13.6% | -14.6% | -3.4% |
| YTD | +6.0% | +12.7% | -6.7% | +3.5% |
| 1Y | +5.8% | +17.5% | -11.7% | +2.5% |
| 3Y | +39.0% | +76.9% | -37.9% | +23.5% |
| 5Y | -2.1% | +83.6% | -85.7% | -14.2% |
| All | +21.0% | +322.5% | -301.5% | -10.6% |
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