-58.0%
NIOG vs SPY
+13.7%
-71.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.0% | +4.0% |
| 7D | -5.9% | -0.8% | -5.2% | -4.2% |
| 30D | -35.6% | -1.1% | -34.5% | -34.0% |
| 3M | -53.7% | +3.9% | -57.6% | -57.7% |
| 6M | -62.8% | +13.6% | -76.4% | -74.9% |
| YTD | -60.1% | +12.7% | -72.8% | -73.7% |
| All | -58.0% | +13.7% | -71.8% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling