-69.2%
NIOG vs SPY
+13.3%
-82.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -5.9% |
| 7D | -4.6% | -0.9% | -3.7% | -2.8% |
| 30D | -14.8% | -2.4% | -12.4% | -9.8% |
| 3M | -54.3% | -1.2% | -53.1% | -52.7% |
| 6M | -75.7% | +3.3% | -79.0% | -77.1% |
| YTD | -70.8% | +12.3% | -83.1% | -80.4% |
| All | -69.2% | +13.3% | -82.5% | -79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling