-6.2%
NIQ vs SPY
+22.4%
-28.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | +6.1% | -1.1% | +7.2% | +6.9% |
| 3M | +118.6% | +3.9% | +114.8% | +112.3% |
| 6M | +49.7% | +13.6% | +36.1% | +28.8% |
| YTD | +8.2% | +12.7% | -4.5% | -5.8% |
| 1Y | -2.0% | +17.5% | -19.5% | -20.3% |
| All | -6.2% | +22.4% | -28.5% | -28.8% |
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 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