-1.1%
NMT vs SPY
+79.8%
-80.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -5.7% | -2.0% | -3.7% | -5.4% |
| 30D | -7.6% | -1.7% | -6.0% | -7.4% |
| 3M | -8.6% | +4.7% | -13.3% | -9.2% |
| 6M | +0.1% | +12.5% | -12.4% | -1.6% |
| YTD | +7.1% | +11.7% | -4.6% | +5.4% |
| 1Y | +7.4% | +17.5% | -10.1% | +5.0% |
| 3Y | +40.2% | +76.6% | -36.4% | +29.2% |
| 5Y | -1.1% | +82.0% | -83.2% | -8.8% |
| All | -1.1% | +79.8% | -80.9% | -8.8% |
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