-58.0%
NIOG vs SPY
+13.4%
-71.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.2% |
| 7D | -9.2% | -0.4% | -8.9% | -8.5% |
| 30D | -42.5% | -1.4% | -41.1% | -40.7% |
| 3M | -54.7% | +3.7% | -58.4% | -58.5% |
| 6M | -55.5% | +13.0% | -68.5% | -69.8% |
| YTD | -60.1% | +12.4% | -72.5% | -73.5% |
| All | -58.0% | +13.4% | -71.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling