+27.7%
NIC vs SPY
+17.2%
+10.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.4% | -2.0% | +1.6% | +1.0% |
| 30D | -3.8% | -1.7% | -2.1% | -2.7% |
| 3M | +17.8% | +4.7% | +13.1% | +13.8% |
| 6M | +13.4% | +12.5% | +0.9% | +3.0% |
| YTD | +41.3% | +11.7% | +29.6% | +28.7% |
| 1Y | +27.7% | +17.5% | +10.2% | +12.9% |
| All | +27.7% | +17.2% | +10.4% | +12.9% |
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 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