+490.1%
NIE vs SPY
+651.5%
-161.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.5% |
| 30D | -1.3% | -0.9% | -0.3% | -0.5% |
| 3M | +0.7% | +3.9% | -3.2% | -2.7% |
| 6M | +10.0% | +14.5% | -4.5% | -2.5% |
| YTD | +9.1% | +12.9% | -3.8% | -2.1% |
| 1Y | +15.5% | +19.4% | -3.8% | -1.4% |
| 3Y | +65.8% | +78.5% | -12.6% | -1.4% |
| 5Y | +55.5% | +81.8% | -26.3% | -9.1% |
| 10Y | +251.7% | +311.5% | -59.8% | +1.5% |
| All | +490.1% | +651.5% | -161.3% | -2.2% |
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