-22.8%
NCIQ vs SPY
+26.4%
-49.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.1% |
| 7D | -5.1% | -2.0% | -3.2% | -2.8% |
| 30D | +23.6% | -1.7% | +25.2% | +26.1% |
| 3M | +28.0% | +4.7% | +23.2% | +21.0% |
| 6M | +10.4% | +12.5% | -2.1% | -3.9% |
| YTD | -14.0% | +11.7% | -25.8% | -24.0% |
| 1Y | -36.9% | +17.5% | -54.3% | -46.4% |
| All | -22.8% | +26.4% | -49.2% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling