+1,576.4%
NI vs SPXU
-100.0%
+1,676.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.4% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -3.5% | +0.8% | -4.4% | -3.3% |
| 3M | -9.1% | -4.7% | -4.4% | -9.8% |
| 6M | -11.8% | -29.6% | +17.8% | -17.8% |
| YTD | +1.1% | -29.9% | +31.0% | -5.6% |
| 1Y | +6.7% | -39.1% | +45.8% | -3.0% |
| 3Y | +71.1% | -80.0% | +151.1% | +27.2% |
| 5Y | +94.3% | -86.0% | +180.4% | +45.2% |
| 10Y | +135.8% | -99.5% | +235.3% | -4.1% |
| All | +1,576.4% | -100.0% | +1,676.4% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling