-53.7%
NIU vs SPY
+14.6%
-68.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | -0.8% |
| 7D | -5.3% | -0.7% | -4.6% | -4.2% |
| 30D | -7.7% | -1.0% | -6.7% | -6.2% |
| 3M | -28.4% | -0.3% | -28.1% | -27.9% |
| 6M | -43.7% | +7.3% | -51.0% | -50.0% |
| YTD | -40.9% | +13.3% | -54.3% | -52.8% |
| 1Y | -53.7% | +14.8% | -68.5% | -64.0% |
| All | -53.7% | +14.6% | -68.4% | -64.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling