+232.7%
NC vs SPY
+318.9%
-86.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.7% |
| 7D | -2.5% | -2.0% | -0.5% | -0.7% |
| 30D | -1.2% | -1.7% | +0.4% | +0.2% |
| 3M | -24.3% | +4.7% | -29.0% | -27.5% |
| 6M | -19.7% | +12.5% | -32.2% | -28.1% |
| YTD | -17.5% | +11.7% | -29.2% | -25.6% |
| 1Y | +3.5% | +17.5% | -14.0% | -11.0% |
| 3Y | +37.7% | +76.6% | -38.9% | -19.4% |
| 5Y | +77.0% | +82.0% | -5.1% | 0.0% |
| All | +232.7% | +318.9% | -86.2% | -10.2% |
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