-30.3%
NRIX vs SPY
+82.3%
-112.5%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -4.1% |
| 7D | -4.0% | -0.8% | -3.2% | -2.9% |
| 30D | -5.7% | -1.1% | -4.7% | -4.3% |
| 3M | +47.8% | +3.9% | +44.0% | +39.0% |
| 6M | +57.4% | +13.6% | +43.8% | +29.4% |
| YTD | +32.3% | +12.7% | +19.6% | +10.5% |
| 1Y | +172.8% | +17.5% | +155.3% | +113.7% |
| 3Y | +169.3% | +76.9% | +92.4% | +14.2% |
| All | -30.3% | +82.3% | -112.5% | -69.6% |
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 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