-2.9%
NIM vs SPY
+12.1%
-14.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | +2.6% | -6.3% | -4.2% |
| 30D | +3.1% | -2.0% | +5.1% | +3.5% |
| 3M | -3.8% | -2.8% | -1.0% | -3.3% |
| 6M | -2.5% | +2.1% | -4.6% | -3.0% |
| YTD | -1.5% | +11.5% | -13.0% | -4.5% |
| 1Y | -2.9% | +13.5% | -16.3% | -6.4% |
| All | -2.9% | +12.1% | -14.9% | -6.4% |
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