+20.5%
NC vs SPY
+74.6%
-54.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.7% |
| 30D | +0.6% | -2.4% | +3.0% | +2.4% |
| 3M | -12.7% | -1.2% | -11.5% | -12.1% |
| 6M | -28.8% | +3.3% | -32.0% | -31.0% |
| YTD | -27.0% | +12.3% | -39.3% | -34.1% |
| 1Y | -25.5% | +12.4% | -38.0% | -32.9% |
| 3Y | +8.8% | +78.8% | -70.0% | -35.4% |
| 5Y | +20.5% | +75.2% | -54.7% | -29.7% |
| All | +20.5% | +74.6% | -54.1% | -29.7% |
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 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