+3,094.0%
SPY vs NI
+2,952.4%
+141.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.7% |
| 30D | +0.1% | -3.5% | +3.6% | +1.4% |
| 3M | +2.0% | -9.1% | +11.1% | +5.5% |
| 6M | +13.0% | -11.8% | +24.9% | +18.0% |
| YTD | +13.5% | +1.1% | +12.5% | +12.3% |
| 1Y | +20.0% | +6.7% | +13.3% | +16.0% |
| 3Y | +77.2% | +71.1% | +6.1% | +40.7% |
| 5Y | +81.9% | +94.3% | -12.4% | +36.1% |
| 10Y | +314.1% | +135.8% | +178.3% | +176.0% |
| All | +3,094.0% | +2,952.4% | +141.6% | +716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling