+70.7%
NBCM vs SPY
+114.1%
-43.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.7% | +0.5% | +0.1% | +0.5% |
| 30D | +9.1% | -0.9% | +10.1% | +9.4% |
| 3M | +10.1% | +3.9% | +6.2% | +9.0% |
| 6M | +14.1% | +14.5% | -0.5% | +10.3% |
| YTD | +38.5% | +12.9% | +25.6% | +34.4% |
| 1Y | +47.6% | +19.4% | +28.3% | +40.9% |
| 3Y | +64.3% | +78.5% | -14.2% | +37.2% |
| All | +70.7% | +114.1% | -43.3% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling