+107.8%
NRC vs SPY
+311.8%
-203.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -1.1% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | +31.6% | -2.4% | +34.0% | +34.5% |
| 3M | +26.6% | -1.2% | +27.8% | +27.9% |
| 6M | +45.8% | +3.3% | +42.5% | +41.5% |
| YTD | +46.7% | +12.3% | +34.4% | +32.3% |
| 1Y | +86.0% | +12.4% | +73.6% | +67.3% |
| 3Y | -30.3% | +78.8% | -109.1% | -59.1% |
| 5Y | -36.6% | +75.2% | -111.7% | -62.7% |
| 10Y | +107.8% | +311.1% | -203.3% | -49.8% |
| All | +107.8% | +311.8% | -203.9% | -49.8% |
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