+568.8%
NTIC vs SPY
+3,074.3%
-2,505.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -1.2% | +0.5% | -1.8% | -1.4% |
| 30D | -6.2% | -0.9% | -5.2% | -5.9% |
| 3M | -1.6% | +3.9% | -5.5% | -2.8% |
| 6M | -8.5% | +14.5% | -23.0% | -12.5% |
| YTD | +1.0% | +12.9% | -11.9% | -3.0% |
| 1Y | +0.6% | +19.4% | -18.7% | -5.2% |
| 3Y | -38.9% | +78.5% | -117.4% | -49.0% |
| 5Y | -49.9% | +81.8% | -131.7% | -58.8% |
| 10Y | +27.9% | +311.5% | -283.7% | -16.5% |
| All | +568.8% | +3,074.3% | -2,505.4% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling