+77.7%
SPY vs NI
+102.7%
-25.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +2.6% | +4.3% | -1.7% | +1.6% |
| 30D | -2.0% | +12.4% | -14.3% | -4.4% |
| 3M | -2.8% | +10.2% | -13.0% | -4.8% |
| 6M | +2.1% | -0.8% | +2.9% | +2.2% |
| YTD | +11.5% | +13.2% | -1.7% | +7.4% |
| 1Y | +13.5% | +10.1% | +3.4% | +10.2% |
| 3Y | +77.7% | +103.1% | -25.4% | +51.3% |
| All | +77.7% | +102.7% | -25.0% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling