-85.3%
NOMA vs SPY
+11.4%
-96.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.6% | -12.7% | -13.3% |
| 7D | -18.7% | -2.0% | -16.8% | -18.6% |
| 30D | -38.1% | -1.7% | -36.4% | -38.0% |
| 3M | -50.1% | +4.7% | -54.9% | -50.0% |
| 6M | -66.5% | +12.5% | -79.0% | -65.9% |
| YTD | -62.3% | +11.7% | -74.0% | -61.5% |
| All | -85.3% | +11.4% | -96.7% | -85.1% |
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