+823.3%
SPYM vs NSC
+1,144.9%
-321.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -0.9% | -1.9% | +1.0% | -0.3% |
| 3M | +3.9% | +6.2% | -2.3% | +1.3% |
| 6M | +14.5% | +9.2% | +5.4% | +10.1% |
| YTD | +13.0% | +15.0% | -2.0% | +6.3% |
| 1Y | +19.4% | +21.1% | -1.7% | +10.2% |
| 3Y | +78.9% | +78.6% | +0.3% | +39.5% |
| 5Y | +82.3% | +45.9% | +36.4% | +52.0% |
| 10Y | +314.7% | +326.9% | -12.1% | +129.2% |
| All | +823.3% | +1,144.9% | -321.6% | +247.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling