+0.5%
NYM vs SPY
+15.1%
-14.6%
-1.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -0.7% | +0.3% | -0.9% | -0.7% |
| 30D | -0.9% | +0.2% | -1.2% | -0.9% |
| 3M | -1.3% | +2.8% | -4.1% | -1.5% |
| 6M | -1.1% | +14.3% | -15.4% | -1.8% |
| YTD | +0.1% | +14.0% | -13.9% | -0.6% |
| All | +0.5% | +15.1% | -14.6% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling