+7,618.2%
NRIM vs SPY
+3,091.8%
+4,526.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -2.0% | +0.1% | -2.1% | -2.0% |
| 3M | +7.3% | +2.0% | +5.3% | +6.2% |
| 6M | +10.1% | +13.0% | -2.9% | +4.3% |
| YTD | +0.7% | +13.5% | -12.9% | -4.8% |
| 1Y | +16.3% | +20.0% | -3.7% | +7.5% |
| 3Y | +177.8% | +77.2% | +100.6% | +119.6% |
| 5Y | +198.8% | +81.9% | +116.9% | +132.2% |
| 10Y | +473.4% | +314.1% | +159.4% | +249.6% |
| All | +7,618.2% | +3,091.8% | +4,526.4% | +3,583.6% |
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