-52.9%
NOMD vs SPY
+80.7%
-133.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -3.6% | -2.0% | -1.6% | -2.7% |
| 30D | -2.5% | -1.7% | -0.8% | -1.7% |
| 3M | +9.2% | +4.7% | +4.4% | +6.8% |
| 6M | +12.8% | +12.5% | +0.3% | +6.7% |
| YTD | -7.2% | +11.7% | -18.9% | -12.0% |
| 1Y | -16.5% | +17.5% | -34.0% | -22.9% |
| 3Y | -24.0% | +76.6% | -100.6% | -45.7% |
| All | -52.9% | +80.7% | -133.6% | -67.2% |
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 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