-22.5%
NCIQ vs SPY
+27.5%
-50.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.4% |
| 30D | +24.2% | -1.1% | +25.2% | +25.8% |
| 3M | +24.8% | +3.9% | +21.0% | +19.2% |
| 6M | +9.7% | +13.6% | -3.9% | -5.7% |
| YTD | -13.7% | +12.7% | -26.4% | -24.5% |
| 1Y | -37.4% | +17.5% | -54.9% | -47.1% |
| All | -22.5% | +27.5% | -50.0% | -33.3% |
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