-96.7%
NCI vs SPY
+56.0%
-152.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | +9.3% | -1.4% | +10.7% | +9.7% |
| 3M | +17.8% | +3.7% | +14.1% | +16.5% |
| 6M | -84.7% | +13.0% | -97.7% | -85.2% |
| YTD | +39.9% | +12.4% | +27.5% | +36.8% |
| 1Y | -17.6% | +18.5% | -36.2% | -23.0% |
| All | -96.7% | +56.0% | -152.7% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling