+29.7%
NBCM vs SPY
+13.0%
+16.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.7% |
| 7D | -0.7% | -0.9% | +0.2% | -0.8% |
| 30D | -7.5% | -2.4% | -5.1% | -7.7% |
| 3M | -0.5% | -1.2% | +0.6% | -0.5% |
| 6M | -3.0% | +3.3% | -6.3% | -2.2% |
| YTD | +29.8% | +12.3% | +17.5% | +33.5% |
| 1Y | +29.7% | +12.4% | +17.2% | +33.7% |
| All | +29.7% | +13.0% | +16.7% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling