+314.7%
SPY vs NI
+143.3%
+171.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | -1.4% | +0.3% | -0.6% |
| 3M | +3.9% | -10.6% | +14.4% | +7.8% |
| 6M | +13.6% | -9.3% | +22.9% | +17.1% |
| YTD | +12.7% | +1.1% | +11.5% | +11.4% |
| 1Y | +17.5% | +3.4% | +14.1% | +15.1% |
| 3Y | +76.9% | +67.9% | +9.0% | +42.7% |
| 5Y | +83.6% | +98.0% | -14.4% | +37.7% |
| All | +314.7% | +143.3% | +171.5% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling