+98.0%
NI vs SPXU
-85.5%
+183.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.3% |
| 7D | -0.6% | +6.4% | -6.9% | +0.3% |
| 30D | -1.4% | +5.9% | -7.4% | -0.5% |
| 3M | -10.6% | -11.7% | +1.1% | -12.0% |
| 6M | -9.9% | -28.7% | +18.8% | -13.9% |
| YTD | +1.2% | -26.4% | +27.5% | -2.7% |
| 1Y | +4.4% | -35.2% | +39.6% | -1.3% |
| 3Y | +68.6% | -79.8% | +148.4% | +36.6% |
| 5Y | +98.0% | -86.1% | +184.1% | +56.5% |
| All | +98.0% | -85.5% | +183.5% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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