-97.8%
NMTC vs SPY
+215.6%
-313.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.8% |
| 7D | -3.7% | -0.8% | -2.9% | -3.2% |
| 30D | +2.6% | -1.1% | +3.7% | +3.4% |
| 3M | -51.9% | +3.9% | -55.7% | -53.0% |
| 6M | -67.1% | +13.6% | -80.7% | -69.7% |
| YTD | -65.7% | +12.7% | -78.4% | -68.3% |
| 1Y | -70.9% | +17.5% | -88.4% | -73.7% |
| 3Y | -73.1% | +76.9% | -150.0% | -80.7% |
| 5Y | -94.3% | +83.6% | -177.9% | -96.0% |
| All | -97.8% | +215.6% | -313.4% | -98.8% |
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 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