+336.7%
NMT vs SPY
+3,003.5%
-2,666.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -1.0% | +0.1% | -1.1% | -1.0% |
| 3M | -3.4% | +2.0% | -5.4% | -3.6% |
| 6M | +7.2% | +13.0% | -5.8% | +5.9% |
| YTD | +13.8% | +13.5% | +0.2% | +12.3% |
| 1Y | +14.7% | +20.0% | -5.2% | +12.5% |
| 3Y | +46.8% | +77.2% | -30.4% | +38.2% |
| 5Y | +4.5% | +81.9% | -77.4% | -2.2% |
| 10Y | +27.3% | +314.1% | -286.8% | +10.1% |
| All | +336.7% | +3,003.5% | -2,666.9% | +171.4% |
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 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