+318.5%
NIC vs SPY
+307.0%
+11.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +0.6% | +2.6% | -2.0% | -1.6% |
| 30D | +7.1% | -2.0% | +9.1% | +8.7% |
| 3M | -2.1% | -2.8% | +0.7% | 0.0% |
| 6M | +24.8% | +2.1% | +22.6% | +21.9% |
| YTD | +44.5% | +11.5% | +33.0% | +30.8% |
| 1Y | +40.3% | +13.5% | +26.8% | +25.1% |
| 3Y | +144.7% | +77.7% | +67.0% | +47.9% |
| 5Y | +141.7% | +72.6% | +69.1% | +48.3% |
| All | +318.5% | +307.0% | +11.5% | +28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling