-99.6%
NIKI vs SPY
+234.1%
-333.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.9% | -9.2% | -8.9% |
| 7D | -7.9% | -0.8% | -7.1% | -7.5% |
| 30D | -40.4% | -1.1% | -39.3% | -40.0% |
| 3M | -35.8% | +3.9% | -39.7% | -37.4% |
| 6M | -28.9% | +13.6% | -42.5% | -34.1% |
| YTD | -46.1% | +12.7% | -58.8% | -49.8% |
| 1Y | -69.1% | +17.5% | -86.6% | -71.7% |
| 3Y | -74.8% | +76.9% | -151.8% | -81.9% |
| 5Y | -97.8% | +83.6% | -181.4% | -98.5% |
| All | -99.6% | +234.1% | -333.7% | -99.8% |
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 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