-89.8%
NCMI vs SPY
+82.3%
-172.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.6% |
| 7D | -2.4% | -0.8% | -1.7% | -1.6% |
| 30D | +9.0% | -1.1% | +10.1% | +10.5% |
| 3M | -32.4% | +3.9% | -36.3% | -35.8% |
| 6M | -28.1% | +13.6% | -41.7% | -39.1% |
| YTD | -36.6% | +12.7% | -49.3% | -45.7% |
| 1Y | -47.5% | +17.5% | -65.0% | -57.3% |
| 3Y | -46.8% | +76.9% | -123.7% | -76.0% |
| All | -89.8% | +82.3% | -172.1% | -95.3% |
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