-97.9%
NNDM vs SPY
+315.0%
-413.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | -1.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -13.5% | -3.3% | -10.2% | -10.4% |
| 3M | -17.8% | -2.4% | -15.4% | -15.7% |
| 6M | -15.2% | +2.6% | -17.7% | -17.9% |
| YTD | -13.0% | +11.2% | -24.2% | -22.5% |
| 1Y | -11.8% | +13.4% | -25.2% | -22.8% |
| 3Y | -44.6% | +79.9% | -124.5% | -70.5% |
| 5Y | -77.5% | +72.2% | -149.7% | -87.2% |
| 10Y | -97.9% | +307.3% | -405.3% | -99.4% |
| All | -97.9% | +315.0% | -413.0% | -99.4% |
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 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