-60.4%
NIOG vs SPY
+12.8%
-73.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.4% |
| 7D | -13.6% | -2.0% | -11.6% | -9.6% |
| 30D | -41.1% | -1.7% | -39.5% | -38.9% |
| 3M | -55.0% | +4.7% | -59.7% | -59.9% |
| 6M | -67.3% | +12.5% | -79.8% | -77.5% |
| YTD | -62.4% | +11.7% | -74.1% | -74.7% |
| All | -60.4% | +12.8% | -73.1% | -73.8% |
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