+1,136.1%
NI vs SPYG
+559.2%
+576.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +1.3% | +0.3% | +0.9% | +1.1% |
| 30D | -0.3% | -1.7% | +1.4% | +0.5% |
| 3M | -9.5% | +3.6% | -13.1% | -11.2% |
| 6M | -10.2% | +16.6% | -26.8% | -17.0% |
| YTD | +1.8% | +13.4% | -11.6% | -4.8% |
| 1Y | +5.7% | +19.6% | -13.9% | -3.8% |
| 3Y | +69.6% | +99.8% | -30.1% | +18.3% |
| 5Y | +95.8% | +85.0% | +10.8% | +38.6% |
| 10Y | +145.1% | +422.1% | -277.0% | +1.8% |
| All | +1,136.1% | +559.2% | +576.9% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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