-97.8%
NNDM vs SPY
+311.3%
-409.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.4% |
| 7D | -0.3% | +0.5% | -0.9% | -0.9% |
| 30D | -4.6% | -0.9% | -3.7% | -3.6% |
| 3M | +3.0% | +3.9% | -0.9% | -1.7% |
| 6M | -14.6% | +14.5% | -29.1% | -26.3% |
| YTD | +1.0% | +12.9% | -11.9% | -11.3% |
| 1Y | +8.0% | +19.4% | -11.4% | -9.9% |
| 3Y | -42.8% | +78.5% | -121.3% | -69.0% |
| 5Y | -74.6% | +81.8% | -156.3% | -86.2% |
| 10Y | -97.8% | +311.5% | -409.4% | -99.3% |
| All | -97.8% | +311.3% | -409.1% | -99.3% |
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