-98.1%
NNDM vs SPY
+307.0%
-405.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -6.1% | +2.6% | -8.7% | -8.6% |
| 30D | -12.1% | -2.0% | -10.1% | -10.1% |
| 3M | -24.8% | -2.8% | -22.1% | -22.6% |
| 6M | -24.8% | +2.1% | -27.0% | -26.9% |
| YTD | -19.5% | +11.5% | -31.0% | -28.4% |
| 1Y | -19.0% | +13.5% | -32.4% | -29.2% |
| 3Y | -48.8% | +77.7% | -126.5% | -72.3% |
| 5Y | -78.1% | +72.6% | -150.7% | -87.6% |
| All | -98.1% | +307.0% | -405.1% | -99.5% |
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