-55.7%
NIOG vs SPY
+14.0%
-69.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.6% |
| 7D | -12.9% | +0.5% | -13.5% | -14.1% |
| 30D | -37.6% | -0.9% | -36.6% | -36.2% |
| 3M | -55.0% | +3.9% | -58.9% | -58.8% |
| 6M | -49.3% | +14.5% | -63.8% | -66.4% |
| YTD | -57.9% | +12.9% | -70.8% | -72.3% |
| All | -55.7% | +14.0% | -69.6% | -71.3% |
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