-62.5%
NCMI vs SPY
+14.6%
-77.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.6% |
| 7D | -10.3% | -0.7% | -9.6% | -9.7% |
| 30D | -26.6% | -1.0% | -25.6% | -26.0% |
| 3M | -62.1% | -0.3% | -61.7% | -61.9% |
| 6M | -52.9% | +7.3% | -60.3% | -56.0% |
| YTD | -58.9% | +13.3% | -72.2% | -63.7% |
| 1Y | -62.5% | +14.8% | -77.3% | -67.3% |
| All | -62.5% | +14.6% | -77.2% | -67.3% |
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 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