+6,931.7%
NRIM vs SPY
+3,034.0%
+3,897.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +1.9% | +2.6% | -0.7% | +0.8% |
| 30D | -0.7% | -2.0% | +1.3% | +0.2% |
| 3M | -10.8% | -2.8% | -8.0% | -9.7% |
| 6M | +3.6% | +2.1% | +1.4% | +2.5% |
| YTD | -8.3% | +11.5% | -19.8% | -12.6% |
| 1Y | +4.7% | +13.5% | -8.8% | -0.9% |
| 3Y | +138.2% | +77.7% | +60.5% | +88.1% |
| 5Y | +149.2% | +72.6% | +76.5% | +97.7% |
| 10Y | +393.0% | +308.2% | +84.8% | +202.7% |
| All | +6,931.7% | +3,034.0% | +3,897.7% | +3,282.2% |
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