+670.7%
NNI vs SPY
+976.5%
-305.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | 0.0% | +0.5% | -0.6% | -0.6% |
| 30D | -4.6% | -0.9% | -3.6% | -3.6% |
| 3M | -1.5% | +3.9% | -5.4% | -6.0% |
| 6M | -3.8% | +14.5% | -18.3% | -17.9% |
| YTD | -5.2% | +12.9% | -18.1% | -17.9% |
| 1Y | -0.2% | +19.4% | -19.5% | -18.9% |
| 3Y | +40.9% | +78.5% | -37.5% | -28.1% |
| 5Y | +62.9% | +81.8% | -18.9% | -21.8% |
| 10Y | +264.0% | +311.5% | -47.6% | -39.5% |
| All | +670.7% | +976.5% | -305.8% | -55.1% |
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