-97.2%
NCMI vs SPY
+656.5%
-753.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | -3.6% | +0.5% | -4.1% | -4.2% |
| 30D | -39.5% | -0.9% | -38.5% | -38.8% |
| 3M | -31.3% | +3.9% | -35.2% | -34.7% |
| 6M | -30.0% | +14.5% | -44.5% | -40.7% |
| YTD | -36.1% | +12.9% | -49.0% | -44.9% |
| 1Y | -46.0% | +19.4% | -65.4% | -56.3% |
| 3Y | -44.9% | +78.5% | -123.4% | -72.8% |
| 5Y | -89.3% | +81.8% | -171.0% | -94.6% |
| 10Y | -97.1% | +311.5% | -408.6% | -99.4% |
| All | -97.2% | +656.5% | -753.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling