-55.4%
NIOG vs SPY
+14.6%
-70.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -1.9% |
| 7D | -24.8% | +0.1% | -24.9% | -25.0% |
| 30D | -35.2% | +0.1% | -35.2% | -35.1% |
| 3M | -58.6% | +2.0% | -60.6% | -60.0% |
| 6M | -50.5% | +13.0% | -63.5% | -66.6% |
| YTD | -57.6% | +13.5% | -71.2% | -72.5% |
| All | -55.4% | +14.6% | -70.0% | -71.5% |
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