-11.4%
NMZ vs SPY
+81.8%
-93.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | -4.5% | -0.9% | -3.6% | -4.3% |
| 3M | -2.3% | +3.9% | -6.2% | -3.3% |
| 6M | -4.2% | +14.5% | -18.7% | -7.5% |
| YTD | +0.8% | +12.9% | -12.1% | -2.4% |
| 1Y | +1.4% | +19.4% | -17.9% | -3.2% |
| 3Y | +20.2% | +78.5% | -58.2% | +2.6% |
| 5Y | -11.4% | +81.8% | -93.1% | -25.8% |
| All | -11.4% | +81.8% | -93.1% | -25.8% |
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