-18.6%
NRIX vs SPY
+155.9%
-174.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +1.2% | +2.6% | -1.4% | -2.4% |
| 30D | -34.6% | -2.0% | -32.6% | -33.5% |
| 3M | -43.1% | -2.8% | -40.3% | -41.6% |
| 6M | -4.3% | +2.1% | -6.5% | -8.6% |
| YTD | -18.4% | +11.5% | -29.9% | -31.4% |
| 1Y | +24.5% | +13.5% | +11.1% | +1.9% |
| 3Y | +194.3% | +77.7% | +116.6% | +26.2% |
| 5Y | -54.6% | +72.6% | -127.2% | -79.1% |
| All | -18.6% | +155.9% | -174.4% | -74.3% |
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 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