+255.6%
NIE vs SPY
+322.5%
-66.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.3% |
| 7D | -0.2% | -0.8% | +0.6% | +0.6% |
| 30D | -2.4% | -1.1% | -1.3% | -1.4% |
| 3M | +0.5% | +3.9% | -3.3% | -3.1% |
| 6M | +8.9% | +13.6% | -4.7% | -3.5% |
| YTD | +8.9% | +12.7% | -3.8% | -2.8% |
| 1Y | +13.5% | +17.5% | -4.0% | -2.7% |
| 3Y | +65.1% | +76.9% | -11.8% | -4.7% |
| 5Y | +55.3% | +83.6% | -28.3% | -13.7% |
| All | +255.6% | +322.5% | -66.9% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling