-97.7%
NMTC vs SPY
+216.3%
-313.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.9% | +4.7% |
| 7D | +5.0% | +0.5% | +4.4% | +4.6% |
| 30D | +3.7% | -0.9% | +4.6% | +4.4% |
| 3M | -51.2% | +3.9% | -55.0% | -52.3% |
| 6M | -66.6% | +14.5% | -81.1% | -69.4% |
| YTD | -62.8% | +12.9% | -75.8% | -65.7% |
| 1Y | -66.9% | +19.4% | -86.2% | -70.4% |
| 3Y | -69.1% | +78.5% | -147.6% | -77.9% |
| 5Y | -94.4% | +81.8% | -176.2% | -96.1% |
| All | -97.7% | +216.3% | -313.9% | -98.7% |
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