-3.5%
NIQ vs SPY
+22.6%
-26.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | -2.0% | +0.5% | -2.6% | -2.3% |
| 30D | +57.0% | -0.9% | +58.0% | +57.9% |
| 3M | +122.6% | +3.9% | +118.7% | +116.1% |
| 6M | +42.5% | +14.5% | +28.0% | +21.7% |
| YTD | +11.2% | +12.9% | -1.7% | -3.3% |
| 1Y | +3.4% | +19.4% | -16.0% | -18.2% |
| All | -3.5% | +22.6% | -26.2% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling