-26.5%
NCMI vs SPY
+12.4%
-38.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.7% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | -35.1% | -1.7% | -33.4% | -34.5% |
| 3M | -31.1% | +4.7% | -35.8% | -33.0% |
| 6M | -26.5% | +12.5% | -39.0% | -34.9% |
| All | -26.5% | +12.4% | -38.9% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling