-66.5%
NIKI vs SPY
+20.8%
-87.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.1% |
| 7D | -10.1% | +0.1% | -10.3% | -10.3% |
| 30D | -34.0% | +0.1% | -34.0% | -34.1% |
| 3M | -43.1% | +2.0% | -45.1% | -45.0% |
| 6M | -24.9% | +13.0% | -38.0% | -38.2% |
| YTD | -41.5% | +13.5% | -55.1% | -53.4% |
| 1Y | -66.5% | +20.0% | -86.5% | -75.8% |
| All | -66.5% | +20.8% | -87.3% | -75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling