+1,981.2%
NICE vs SPY
+1,982.1%
-0.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.1% |
| 7D | -7.5% | -0.4% | -7.1% | -7.1% |
| 30D | -3.6% | -1.4% | -2.2% | -2.3% |
| 3M | +11.6% | +3.7% | +7.9% | +7.5% |
| 6M | -21.3% | +13.0% | -34.3% | -30.6% |
| YTD | -12.5% | +12.4% | -24.9% | -22.6% |
| 1Y | -31.0% | +18.5% | -49.6% | -41.9% |
| 3Y | -47.3% | +77.6% | -124.9% | -69.6% |
| 5Y | -67.1% | +81.7% | -148.8% | -81.2% |
| 10Y | +47.6% | +319.7% | -272.1% | -63.1% |
| All | +1,981.2% | +1,982.1% | -0.9% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling