+37.6%
NBCR vs SPY
+41.2%
-3.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -0.3% | -0.4% | 0.0% | 0.0% |
| 30D | -1.7% | -1.4% | -0.3% | -0.4% |
| 3M | +3.2% | +3.7% | -0.5% | -0.4% |
| 6M | +10.4% | +13.0% | -2.6% | -2.0% |
| YTD | +8.5% | +12.4% | -3.9% | -3.1% |
| 1Y | +13.3% | +18.5% | -5.2% | -4.0% |
| All | +37.6% | +41.2% | -3.7% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling