+2,002.3%
NC vs SPY
+3,034.0%
-1,031.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.3% |
| 7D | +1.8% | +2.6% | -0.8% | -0.9% |
| 30D | +1.7% | -2.0% | +3.7% | +3.6% |
| 3M | -16.9% | -2.8% | -14.1% | -14.7% |
| 6M | -28.2% | +2.1% | -30.3% | -30.5% |
| YTD | -28.3% | +11.5% | -39.8% | -37.1% |
| 1Y | -29.9% | +13.5% | -43.4% | -39.8% |
| 3Y | +3.7% | +77.7% | -74.0% | -46.7% |
| 5Y | +15.4% | +72.6% | -57.2% | -39.4% |
| 10Y | +116.4% | +308.2% | -191.7% | -58.8% |
| All | +2,002.3% | +3,034.0% | -1,031.7% | -21.3% |
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