-48.6%
NIU vs SPY
+12.4%
-61.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.8% |
| 7D | +4.0% | -2.0% | +6.0% | +6.9% |
| 30D | +3.5% | -1.7% | +5.2% | +5.9% |
| 3M | -8.4% | +4.7% | -13.1% | -14.4% |
| 6M | -48.6% | +12.5% | -61.1% | -57.5% |
| All | -48.6% | +12.4% | -61.1% | -57.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling