+2,447.0%
NC vs SPY
+3,091.8%
-644.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.2% |
| 30D | -10.6% | +0.1% | -10.7% | -10.7% |
| 3M | -18.9% | +2.0% | -20.9% | -21.1% |
| 6M | -27.1% | +13.0% | -40.2% | -36.8% |
| YTD | -13.1% | +13.5% | -26.7% | -25.0% |
| 1Y | +7.6% | +20.0% | -12.3% | -12.7% |
| 3Y | +39.7% | +77.2% | -37.5% | -27.8% |
| 5Y | +88.8% | +81.9% | +7.0% | -6.4% |
| 10Y | +246.0% | +314.1% | -68.0% | -34.9% |
| All | +2,447.0% | +3,091.8% | -644.8% | -6.2% |
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 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