-49.8%
NTIC vs SPY
+79.8%
-129.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | -1.6% | -2.0% | +0.4% | -0.7% |
| 30D | -1.5% | -1.7% | +0.2% | -0.8% |
| 3M | -0.9% | +4.7% | -5.6% | -3.0% |
| 6M | -8.8% | +12.5% | -21.3% | -13.7% |
| YTD | +1.0% | +11.7% | -10.7% | -4.2% |
| 1Y | +0.2% | +17.5% | -17.2% | -7.4% |
| 3Y | -38.9% | +76.6% | -115.5% | -51.1% |
| 5Y | -49.8% | +82.0% | -131.8% | -60.6% |
| All | -49.8% | +79.8% | -129.6% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling