+82.0%
SPY vs NI
+94.6%
-12.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -1.7% | -1.4% | -0.2% | -1.2% |
| 3M | +4.7% | -10.6% | +15.3% | +8.3% |
| 6M | +12.5% | -9.9% | +22.4% | +15.8% |
| YTD | +11.7% | +1.2% | +10.6% | +10.3% |
| 1Y | +17.5% | +4.4% | +13.1% | +14.5% |
| 3Y | +76.6% | +68.6% | +8.0% | +43.7% |
| 5Y | +82.0% | +98.0% | -16.0% | +41.5% |
| All | +82.0% | +94.6% | -12.6% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling