-54.4%
NRIX vs SPY
+72.1%
-126.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +1.2% | +2.6% | -1.4% | -2.5% |
| 30D | -34.6% | -2.0% | -32.6% | -33.4% |
| 3M | -43.1% | -2.8% | -40.3% | -41.5% |
| 6M | -4.3% | +2.1% | -6.5% | -8.8% |
| YTD | -18.4% | +11.5% | -29.9% | -32.0% |
| 1Y | +24.5% | +13.5% | +11.1% | +0.9% |
| 3Y | +194.3% | +77.7% | +116.6% | +19.4% |
| All | -54.4% | +72.1% | -126.5% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling