+65.6%
NRC vs SPY
+318.9%
-253.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.1% |
| 7D | 0.0% | -2.0% | +2.0% | +1.8% |
| 30D | -0.6% | -1.7% | +1.1% | +1.0% |
| 3M | +0.7% | +4.7% | -4.0% | -3.3% |
| 6M | +32.9% | +12.5% | +20.4% | +19.4% |
| YTD | +15.2% | +11.7% | +3.5% | +4.5% |
| 1Y | +38.5% | +17.5% | +21.0% | +19.5% |
| 3Y | -46.9% | +76.6% | -123.5% | -68.5% |
| 5Y | -50.5% | +82.0% | -132.6% | -72.1% |
| All | +65.6% | +318.9% | -253.3% | -60.4% |
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