+75.8%
SPYM vs NSC
+75.0%
+0.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -1.6% |
| 30D | -1.6% | -3.4% | +1.7% | -0.8% |
| 3M | +4.7% | +5.1% | -0.3% | +3.1% |
| 6M | +12.6% | +9.2% | +3.4% | +9.2% |
| YTD | +11.8% | +13.4% | -1.6% | +7.0% |
| 1Y | +17.5% | +20.8% | -3.2% | +10.3% |
| All | +75.8% | +75.0% | +0.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling