-77.5%
NNDM vs SPY
+72.1%
-149.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -6.1% | +2.6% | -8.7% | -8.7% |
| 30D | -12.1% | -2.0% | -10.1% | -10.0% |
| 3M | -24.8% | -2.8% | -22.1% | -22.4% |
| 6M | -24.8% | +2.1% | -27.0% | -27.1% |
| YTD | -19.5% | +11.5% | -31.0% | -29.2% |
| 1Y | -19.0% | +13.5% | -32.4% | -30.1% |
| 3Y | -48.8% | +77.7% | -126.5% | -74.3% |
| All | -77.5% | +72.1% | -149.6% | -87.7% |
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 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