-47.5%
NICE vs SPY
+77.0%
-124.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.6% |
| 7D | -6.9% | -0.8% | -6.2% | -6.3% |
| 30D | -0.4% | -1.1% | +0.7% | +0.6% |
| 3M | +11.5% | +3.9% | +7.6% | +7.8% |
| 6M | -18.3% | +13.6% | -31.9% | -27.9% |
| YTD | -13.1% | +12.7% | -25.8% | -22.8% |
| 1Y | -31.2% | +17.5% | -48.7% | -41.4% |
| 3Y | -47.5% | +76.9% | -124.4% | -74.0% |
| All | -47.5% | +77.0% | -124.5% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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