+106.1%
NRC vs SPY
+307.0%
-200.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +2.7% | +2.6% | +0.1% | +0.4% |
| 30D | +30.0% | -2.0% | +32.0% | +32.5% |
| 3M | +25.6% | -2.8% | +28.4% | +28.7% |
| 6M | +44.5% | +2.1% | +42.4% | +41.7% |
| YTD | +45.1% | +11.5% | +33.6% | +31.7% |
| 1Y | +76.7% | +13.5% | +63.3% | +57.7% |
| 3Y | -31.0% | +77.7% | -108.7% | -59.3% |
| 5Y | -36.2% | +72.6% | -108.9% | -62.0% |
| All | +106.1% | +307.0% | -200.9% | -50.0% |
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