-94.7%
NCI vs SPY
+14.6%
-109.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.2% | -6.9% |
| 7D | -15.0% | -0.7% | -14.2% | -15.4% |
| 30D | -31.6% | -1.0% | -30.6% | -32.3% |
| 3M | -94.6% | -0.3% | -94.3% | -94.9% |
| 6M | -92.6% | +7.3% | -99.9% | -91.7% |
| YTD | -93.0% | +13.3% | -106.3% | -85.6% |
| 1Y | -94.7% | +14.8% | -109.5% | -89.7% |
| All | -94.7% | +14.6% | -109.3% | -89.7% |
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