+184.1%
NRIM vs SPY
+75.5%
+108.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.5% |
| 7D | +0.3% | -2.0% | +2.3% | +2.0% |
| 30D | -2.7% | -1.7% | -1.0% | -1.3% |
| 3M | +3.2% | +4.7% | -1.6% | -1.2% |
| 6M | +15.7% | +12.5% | +3.2% | +3.8% |
| YTD | -0.8% | +11.7% | -12.6% | -10.5% |
| 1Y | +15.4% | +17.5% | -2.1% | -0.5% |
| All | +184.1% | +75.5% | +108.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling