-9.7%
NMZ vs SPY
+11.9%
-21.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -1.3% | -3.7% | +2.4% | -0.2% |
| 3M | -11.1% | -2.7% | -8.3% | -10.3% |
| 6M | -9.5% | +2.2% | -11.7% | -10.1% |
| YTD | -6.7% | +10.8% | -17.5% | -10.7% |
| 1Y | -9.7% | +11.2% | -20.9% | -13.7% |
| All | -9.7% | +11.9% | -21.6% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling