-97.7%
NNDM vs SPY
+358.3%
-456.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +3.8% | +0.1% | +3.8% | +3.8% |
| 3M | -0.6% | +2.0% | -2.6% | -3.2% |
| 6M | -13.8% | +13.0% | -26.8% | -24.4% |
| YTD | +5.2% | +13.5% | -8.3% | -7.8% |
| 1Y | +19.1% | +20.0% | -0.8% | -0.8% |
| 3Y | -45.3% | +77.2% | -122.5% | -69.7% |
| 5Y | -74.8% | +81.9% | -156.6% | -86.1% |
| 10Y | -97.7% | +314.1% | -411.7% | -99.2% |
| All | -97.7% | +358.3% | -456.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling