+7,495.6%
NRIM vs SPY
+3,074.3%
+4,421.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +2.6% | +0.5% | +2.0% | +2.3% |
| 30D | -1.3% | -0.9% | -0.3% | -0.9% |
| 3M | +5.6% | +3.9% | +1.7% | +3.8% |
| 6M | +13.8% | +14.5% | -0.7% | +7.2% |
| YTD | -0.9% | +12.9% | -13.8% | -6.1% |
| 1Y | +15.3% | +19.4% | -4.1% | +6.8% |
| 3Y | +185.5% | +78.5% | +107.0% | +125.0% |
| 5Y | +196.6% | +81.8% | +114.8% | +130.6% |
| 10Y | +479.5% | +311.5% | +168.0% | +254.2% |
| All | +7,495.6% | +3,074.3% | +4,421.4% | +3,533.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling