+20.4%
NOMD vs SPY
+347.2%
-326.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | -3.5% | -0.4% | -3.2% | -3.4% |
| 30D | -2.6% | -1.4% | -1.2% | -1.9% |
| 3M | +10.9% | +3.7% | +7.2% | +8.7% |
| 6M | +13.7% | +13.0% | +0.7% | +6.4% |
| YTD | -6.4% | +12.4% | -18.8% | -12.3% |
| 1Y | -16.1% | +18.5% | -34.6% | -23.7% |
| 3Y | -23.4% | +77.6% | -101.0% | -45.4% |
| 5Y | -52.0% | +81.7% | -133.7% | -66.5% |
| 10Y | +12.4% | +319.7% | -307.3% | -55.3% |
| All | +20.4% | +347.2% | -326.8% | -54.5% |
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 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